If you run your Ubuntu system behind a firewall and have to use proxy server for http and ftp access, then your apt-get on a newly installed Ubuntu system will probably not work.
To make it use proxy, simply set the http_proxy environment variable. Once you get it working (try something like apt-get update), you'll probably want to add it to your .bashrc file.
Setting the http_proxy variable
Here's how you set the variable:
bash$ export http_proxy=http://proxy:8080
If you're required to use your username and password for your proxy, they can be specified this way. Obviously, port 8080 can and should be replaced with the valid port for your proxy server (sometimes it's 3128):
bash$ export http_proxy=http://username:password@proxy:8080
If you want to learn more, here's a great book: