Statements to clone a Git repository (via HTTPS) when using a proxy server (tested with msysgit under Windows XP):
set https_proxy=[proxyuser]:[proxypassword]@[proxyhostname]:[proxyport] 
git config --global --add http.sslverify false
git clone https://martoe@github.com/martoe/svn-tag.git

Update:

Instead of  "set https_proxy=...", you may also use
git config --global http.proxy [proxystring as above]