If you are behind a proxy server to connect to the Internet, you have to configure your ubuntu box. In windows, you generally go to the “Control Panel” and then “Internet Options” and set the IP addresses there (or in IE, under Tools –> Internet Options). In ubuntu, you can also set the proxy addresses in Firefox ( under Edit -> Preferences ->Advanced ->Network-> Settings). But this will not set the proxy for the whole system; as a result you cannot use apt-get for package management.
So for system-wide configuration, under
System -> Preferences -> Network Proxy
select “manual proxy configuration” and enter the values there.
Finally, press “Apply System-Wide” button, it will ask for your password twice.