Another stupid question, but what's the corporate proxy software ? Some Windows-based software tend to used weird authentication standards (NTLM hashes, etc.) which aren't supported by all clients (wget doesn't support it, for example), but are supported by lots of browsers.
Thus even if you tried writing the username and password into the proxy URL, it won't work when you try to download and install a packages, although it works pretty well when you try to display a page in FireFox. I've had similar problems with some corporate network and my distro's package manager.
In these situation, you might use something like ntlmaps. You use it as a local proxy which will then cascade the requests to the corporate proxy. The good thing is that ntlmaps will be able to authenticate the weird NTLM password with the corporate proxy, and all your applications will be able to connect to ntlmaps, even those which don't support NTLM.