When you are behind a proxy server on your ubuntu machine you have to edit (or create) your apt.conf to define the proxy settings:

Create (or edit) an apt.conf  file at /etc/apt/apt.conf
Add the following line to this file:

Acquire::http::Proxy “http://username:password@proxyhost:port/”;

If you have any special characters in your password you have to use the URL encoding syntax. For example a ! translates to %21.

The next time you use apt-get the proxy settings will be used.