If you need a perl solution, check out pxytest. At my company, we use Nessus instead because it scales well.

On a related note, you won't find many open proxies on those ports. About 95% of the proxies we find on our customers' computers are trojans on non standard ports. You can find about half of them on ports 555, 657, 889, 1180-1185, 11012, 25318, 25791. Most of the rest are Backdoor-AML infections that run proxies on random high ports.

-Matt