Update building-with-maven.md

Support building spark under http proxy environment
I'm not sure this resolves proxy problems. It may resolve a particular issue wherein your network proxy is breaking SSL connections, but is not how you configure proxies. See http://maven.apache.org/guides/mini/guide-proxies.html 

Attacks are very rare, but if someone were trying to inject a bad binary into your build, this would invite users to explicitly ignore that warning sign. So I disagree that this is something all users should use when using a proxy.

The `yarn` profile and so on are not related, just the two `maven.wagon` settings. The error message you quote does not contain the type of failure you would see, which is a "could not resolve dependencies" error. Finally, there are punctuation and capitalization problems, like "http".

I don't think this should be added.