Corion's example shows how to put proxy authentication into the HTTP_PROXY settings.

HTTP_PROXY=http:/user:password@proxy:port
[download]

The issue we have and may apply to you is that our proxy picks up the authentication from the O/S via some sort of domain setting. This means that apps on Windows can (sometimes) pass the proxy without further problems but on our Unix boxes and some W32 apps manual authentication is needed and with password changes that can make setting HTTP_PROXY interesting.

We had to get security to allow a selection of our servers access to CPAN sites direct without the proxy.

Also you can set FTP_PROXY as we have found that that can help. Also http_proxy and ftp_proxy. We set them all to the same value as HTTP_PROXY by setting HTTP_PROXY and then setting the others all to HTTP_PROXY. This is on Unix, Wintel may be different.

HTTP_PROXY=http://proxy:port
FTP_PROXY=$HTTP_PROXY
http_proxy=$HTTP_PROXY
ftp_proxy=$HTTP_PROXY
[download]