Use corkscrew to get through the firewall. Most firewalls these days will let you through onto port 443 / https / ssl but maybe you're still stuck with a http proxy and no https. You will have to install corkscrew from source.

The website www.agroman.net/corkscrew/ no longer exists. Luckily someone put the code up on github. Follow the instructions to install it.

Now edit your ~/.ssh/config file, create it if you haven’t got one.

Host gitproxy
User git
Hostname ssh.github.com
Port 443
ProxyCommand /usr/local/bin/corkscrew proxy.example.com 3128 %h %p
IdentityFile /home/jordan/.ssh/id_rsa

Now use this proxy when cloning git. Make sure to edit the above to use your proxy address where it says proxy.example.com

git clone git@gitproxy:jordandcarter/ihavealovelybunchofproject

If you have trouble connecting, cloning, pulling, pushing to and from git through a firewall with a proxy. This should have have solved your problem and allow git to create an ssh tunnel through the http proxy.