Another much appreciated response.
It took me a little longer to reply to this than the others because before I could follow it up my employer actually wanted me to do some work.

This was a very interesting thing to look up and has opened my eyes if not solved my problem. I have played with the example as listed in the documentation on CPAN. I think I am successfully authenticating with the proxy because if I do something like...

if ( Net::HttpTunnel stuff )
{print "Worked"}
[download]

...it does work if I put a valid user ID and password in and doesn't if I make something up. However I can't work out how to use this to make the jump to getting through the proxy to read a webpage.

So much to learn, so little brainpower and time to do it with.