Anyway after some communication with salesforce support, they provided me with a suitable example. To use ANT through a proxy you'll need to modify your build.xml file as demonstrarted below (Create the proxy.host, proxy.port, proxy.user and proxy.pass variables in the build.properties file if desired):
<target name="retrieveUnpackaged" depends="proxy">
<mkdir dir="retrieveUnpackaged"/>
<sf:retrieve username="${sf.username}" password="${sf.password}" serverurl="${sf.serverurl}" retrieveTarget="retrieveUnpackaged" unpackaged="unpackaged/package.xml"/>
</target> <target name="proxy">
<property name="proxy.host" value="https://myproxy.com"/>
<property name="proxy.port" value="8080"/>
<property name="proxy.user" value="myusername"/>
<property name="proxy.pass" value="mypassword"/>
<setproxy proxyhost="${proxy.host}" proxyport="${proxy.port}" proxyuser="${proxy.user}" proxypassword="${proxy.pass}"/>
</target>
