I figured this out and thought I would post the solution in case it helps someone else.
The my.jdownloader.org web interface does not allow you to directly specify the proxy server using the GUI. However, you can set this by using the web interface, going to advanced settings, and then enter the proxy settings using the InternetConnectionSettings: Custom Proxy List. I simply copied the value of this setting from my desktop windows client and pasted it into the same setting on my.jdownloader.org
The my.jdownloader.org web interface does not allow you to directly specify the proxy server using the GUI. However, you can set this by using the web interface, going to advanced settings, and then enter the proxy settings using the InternetConnectionSettings: Custom Proxy List. I simply copied the value of this setting from my desktop windows client and pasted it into the same setting on my.jdownloader.org