Check out ths HTTPS FAQ on consuming webservices with Creator:
http://developers.sun.com/prodtech/javatools/jscreator/reference/faqs/technical /webservices/webservicehttps.html
This applies to EJBs too.
These settings are required on the bundled appserver too.
Check out AppServers JVM Settings options via admin panel.
These should have https.proxyPort and https.proxyHost, if you have proxy's applicable.
Thanks,
Sakthi