There doesn't seem to be a option to configure proxy settings to connect to the ubuntu-one server behind a proxy. I am unable to connect. In the logs the following error was found:
2010-12-23 15:26:20 [ 5] [ WARN] Canonical.UbuntuOne.Common.Update.Updater - The remote server returned an error: (407) Proxy Authentication Required.
2010-12-23 15:26:20 [ 5] [ WARN] UbuntuOneClient.Program - Application could not be update Canonical.UbuntuOne.Common.Update.SelfUpdateException: Could not check for updates. ---> DotUpdater.UpdaterException: Update error: web ---> System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
at System.Net.HttpWebRequest.GetResponse()
at Microsoft.Tools.WindowsInstallerXml.Extensions.FeedBuilder.DownloadUrl(Uri sourceUrl, String targetPath)
at Microsoft.Tools.WindowsInstallerXml.Extensions.FeedBuilder.OpenPrevious(Uri feedUrl)
at DotUpdater.Updater.CheckForUpdates()
--- End of inner exception stack trace ---
at DotUpdater.Updater.CheckForUpdates()
at Canonical.UbuntuOne.Common.Update.DotUpdaterWrapper.CheckForUpdates() in c:\Users\Mandel\Documents\Projects\ubuntuone\net\chipaca_trunk\src\Canonical.UbuntuOne.Common\Update\DotUpdaterWrapper.cs:line 95
at Canonical.UbuntuOne.Common.Update.Updater.UpdatesArePresent() in c:\Users\Mandel\Documents\Projects\ubuntuone\net\chipaca_trunk\src\Canonical.UbuntuOne.Common\Update\Updater.cs:line 204
--- End of inner exception stack trace ---
at Canonical.UbuntuOne.Common.Update.Updater.UpdatesArePresent() in c:\Users\Mandel\Documents\Projects\ubuntuone\net\chipaca_trunk\src\Canonical.UbuntuOne.Common\Update\Updater.cs:line 212
Proxy support is not yet a feature we are aiming to although we do know that is needed by a number of users. I'll be working on the feature as soon as other bugs are fixed.