When setting up a project that uses maven on a Hudson installation behind a proxy, the installation of Maven fails with:

"Started by user anonymous
Unpacking http://archive.apache.org/dist/maven/binaries/apache-maven-2.2.1-bin.zip to /home/hudson/.hudson/tools on Hudson
ERROR: Failed to parse POMs
hudson.util.IOException2: Failed to install http://archive.apache.org/dist/maven/binaries/apache-maven-2.2.1-bin.zip to /home/hudson/.hudson/tools
at hudson.FilePath.installIfNecessaryFrom(FilePath.java:642)
at hudson.tools.DownloadFromUrlInstaller.performInstallation(DownloadFromUrlInstaller.java:72)
at hudson.tools.InstallerTranslator.getToolHome(InstallerTranslator.java:61)
at hudson.tools.ToolLocationNodeProperty.getToolHome(ToolLocationNodeProperty.java:99)
at hudson.tools.ToolInstallation.translateFor(ToolInstallation.java:149)
at hudson.tasks.Maven$MavenInstallation.forNode(Maven.java:503)
at hudson.maven.MavenModuleSetBuild$RunnerImpl.doRun(MavenModuleSetBuild.java:436)
at hudson.model.AbstractBuild$AbstractRunner.run(AbstractBuild.java:416)
at hudson.model.Run.run(Run.java:1324)
at hudson.maven.MavenModuleSetBuild.run(MavenModuleSetBuild.java:349)
at hudson.model.ResourceController.execute(ResourceController.java:88)
at hudson.model.Executor.run(Executor.java:139)
Caused by: java.net.ConnectException: Connection timed out
at sun.reflect.NativeConstructorAccessorImpl.newInstance0(Native Method)
at sun.reflect.NativeConstructorAccessorImpl.newInstance(NativeConstructorAccessorImpl.java:57)
at sun.reflect.DelegatingConstructorAccessorImpl.newInstance(DelegatingConstructorAccessorImpl.java:45)
at java.lang.reflect.Constructor.newInstance(Constructor.java:532)
at sun.net.www.protocol.http.HttpURLConnection$6.run(HttpURLConnection.java:1458)
at java.security.AccessController.doPrivileged(Native Method)
at sun.net.www.protocol.http.HttpURLConnection.getChainedException(HttpURLConnection.java:1452)
at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1106)
at org.jvnet.robust_http_client.RetryableHttpStream.getStream(RetryableHttpStream.java:75)
at org.jvnet.robust_http_client.RetryableHttpStream.<init>(RetryableHttpStream.java:68)
at org.jvnet.robust_http_client.RetryableHttpStream.<init>(RetryableHttpStream.java:51)
at hudson.FilePath.installIfNecessaryFrom(FilePath.java:628)
... 11 more
Caused by: java.net.ConnectException: Connection timed out
at java.net.PlainSocketImpl.socketConnect(Native Method)
at java.net.AbstractPlainSocketImpl.doConnect(AbstractPlainSocketImpl.java:310)
at java.net.AbstractPlainSocketImpl.connectToAddress(AbstractPlainSocketImpl.java:176)
at java.net.AbstractPlainSocketImpl.connect(AbstractPlainSocketImpl.java:163)
at java.net.Socket.connect(Socket.java:546)
at java.net.Socket.connect(Socket.java:495)
at sun.net.NetworkClient.doConnect(NetworkClient.java:174)
at sun.net.www.http.HttpClient.openServer(HttpClient.java:409)
at sun.net.www.http.HttpClient.openServer(HttpClient.java:530)
at sun.net.www.http.HttpClient.<init>(HttpClient.java:240)
at sun.net.www.http.HttpClient.New(HttpClient.java:321)
at sun.net.www.http.HttpClient.New(HttpClient.java:338)
at sun.net.www.protocol.http.HttpURLConnection.getNewHttpClient(HttpURLConnection.java:935)
at sun.net.www.protocol.http.HttpURLConnection.plainConnect(HttpURLConnection.java:876)
at sun.net.www.protocol.http.HttpURLConnection.connect(HttpURLConnection.java:801)
at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1139)
at sun.net.www.protocol.http.HttpURLConnection.getHeaderField(HttpURLConnection.java:2214)
at java.net.URLConnection.getHeaderFieldInt(URLConnection.java:596)
at java.net.URLConnection.getContentLength(URLConnection.java:491)
at org.jvnet.robust_http_client.RetryableHttpStream.<init>(RetryableHttpStream.java:67)
... 13 more
Sending e-mails to: *******
Finished: FAILURE"

This happens even when i have:
1) Setup Hudson to use proxy
2) Setup a .m2/config.xml file with proxy settings

Trying to fetch the mentioned zip file manually as the Hudson-users works fine.