Proxy servers redirect HTTP connections, not JavaMail connections. In order to connect from behind a firewall for POP3, IMAP, and SMTP access, you need to connect to a SOCKS server. Your sys admin should provide you with SOCKS client software, to install on your client machine. (Hummingbird, for instance, for Windows; various clients for Solaris; I think Linux, at least RedHat, already comes with a SOCKS client?) The SOCKS versions have to match, on the client and SOCKS server.
It's transparent to network applications, e.g. they just think they are making normal connections, but the TCP stack internally tunnels these through SOCKS instead. So the only thing to configure is the SOCKS client software on the host.