I resolved setting these parameters into jets3t.properties:

s3service.https-only=false
httpclient.proxy-autodetect=false
httpclient.proxy-host=myProxyHost
httpclient.proxy-port=myProxyHost
httpclient.proxy-user=myProxyUsername
httpclient.proxy-password=myProxyPassword
httpclient.proxy-domain=myProxyDomain

and inserting this file into the jets3t.jar at root level.
Now I can ntlm authenticate correctly and download the dependencies.