You can use LWP::Simple if you set (and/or export) the environment variable "http_proxy='http://your.proxy:port/'."
I think this will work for any script using the LWP modules.

NOTE: Be careful if you're considering this for any type of CGI script. Setting the environment
variable won't work for the typical setup where the server runs as nobody since nobody should not
have an environement. For use in CGI scripts (if you're running Apache (and if you're not you should :) ))
you'll have to declare the proxy explicitly as above or use something like mod_env or suEXEC.