Mmm... I am also new to this stuff, but while I was wandering around hacking deluge (a web stress tool http://deluge.sourceforge.net), I found the following code:

$ua->env_proxy();
[download]

where $ua is an instance of UserAgent. And in the UserAgent pod, I found that this command imports proxy settings from the following enviroment vars: http_proxy and ftp_proxy.

Hope that this works for you.