I am developing behind a proxy and have the following error when installing multi sites:

Warning: fsockopen() [function.fsockopen]: unable to connect to www.jms2win.com:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. ) in C:\java\apache\products\usemambo\htdocs\master\administrator\components\com_multisites\classes\http.php on line 366

Fatal error: Maximum execution time of 30 seconds exceeded in C:\java\apache\products\usemambo\htdocs\master\administrator\components\com_multisites\classes\http.php on line 366

I tried to ping your site as well and that failed.

I can try multi sites at home but I do need to test multi sites in the work development environment - is there anything I can do apart from getting sysadmin to reconfigure the proxy?

First if it try to use the fsockopen, this is beacuse teh PHP CURL module is not present.
This message may appear when JMS is not registered.
When the ping does not work, this does not mean that the website is not available.
Most of the hosting server, ignore the ping for security reason.

Try to enable the CURL PHP module (see PHP.ini file) that will give JMS more facilities.
If you have the JMS registration button, try anyway to click on this button to register JMS.
If the registration succeed, this should avoid further communication with our server for the ads.