Set up a socks proxy using ssh from the jenkins server to another server you wish to use the internet connection of.

ssh -v -D 8080 ipproxy@other.server

Set the following in your maven_opts on the jenkins job.
-DsocksProxyHost=127.0.0.1 -DsocksProxyPort=8080

Job Fails with the following exception.

Exception in thread "main" java.net.SocketException: Malformed reply from SOCKS server
at java.net.SocksSocketImpl.readSocksReply(SocksSocketImpl.java:129)
at java.net.SocksSocketImpl.connect(SocksSocketImpl.java:502)
at java.net.Socket.connect(Socket.java:579)
at java.net.Socket.connect(Socket.java:528)
at java.net.Socket.<init>(Socket.java:425)
at java.net.Socket.<init>(Socket.java:208)
at org.jvnet.hudson.maven3.agent.Maven3Main.main(Maven3Main.java:130)
at org.jvnet.hudson.maven3.agent.Maven3Main.main(Maven3Main.java:65)
ERROR: Failed to launch Maven. Exit code = 1
Finished: FAILURE

exurpt of code in org.jvnet.hudson.maven3.agent.Maven3Main

String mavenRemoteUseInetEnvVar = System.getenv( "MAVEN_REMOTE_USEINET" );

boolean mavenRemoteUseInet = Boolean.parseBoolean( mavenRemoteUseInetEnvVar );

if(mavenRemoteUseInet)

{ InetAddress host = InetAddress.getLocalHost(); String hostname = host.getHostName(); System.out.println( "use inet address " + hostname ); s = new Socket(hostname,tcpPort); }

else
s = new Socket((String)null,tcpPort);