I am trying to use Ubuntu One behind an authenticating proxy at work on Windows XP. I have Ubuntu One 3.0.2, but it doesn't work, I don't know if it is because it does not recognize the system proxy settings ("Internet options" on the Windows control panel is all set and proxy is working for Internet Explorer, to name one, from those settings) or because it does not know how to authenticate.
The result is that it won't login, when I can login with no problems on my Ubuntu One under Ubuntu 12.04 at home (no proxies, though). In the Windows XP box, at the "sign me in with my existing account" dialog I enter my Ubuntu One user/password and then, after pressing "sign in" I have "the authentication failed" immediately. If Ubuntu One would have used the proxy settings, before trying to connect to internet it should have asked me for the proxy username/password, but it didn't.
I saw there is a controversial bug (https://bugs.launchpad.net/ubuntuone-client/+bug/387308) about proxy support in Ubuntu One, but even though there seems to be a partial fix at least for the Linux client, it is not clear whether that affects the Windows client as well, or if the Windows client is supposed to have proxy support at all; the Ubuntu One FAQ states that "the 3.x version of the Windows client will have proxy support" (https://one.ubuntu.com/help/faq/does-ubuntu-one-support-access-behind-proxy-servers-118/), but that's the current version and the one I'm trying to use.
Are you using a proxy autoconfig url? (Pointing at a .pac file)