It's funny because I was trying to get this to work yesterday. Here's my code sample that finally did it:

my $ua = LWP::UserAgent->new;

$proxy = sprintf("http://%s:%s",$server,$port);
$ENV{HTTP_PROXY} = $proxy;

my $request = HTTP::request->new('GET', $webpage);
$ua->proxy( http => $proxy );
my $response = $ua->request($request);
if ( !$response->is_success ) {
  #FAILED
}

my $html = $response->content;
[download]

Hope this helps, Michael