Go through this link http://board.issociate.de/thread/267090/How-to-get-CPAN-to-use-Http-Proxy.html

Also you can use export command to provide your proxy. Next thing is your username/password empty,i.e, do you just press enter for them? If yes then use export PERL_MM_USE_DEFAULT=1. It will press enter for you,i.e, takes all default inputs to questions in cpan. Now if you have username and password for proxy use steps in link provided above