If you want to use the LWP::UserAgent module which is a popular way of performing HTTP requests in perl, then the answer can be found in its lwpcook pod. You either use the HTTP_PROXY environment variable or the proxy method on the object. In both you need to use the http://username:password@host:port/ url format to encode your proxy username and password, the port number is optional. 

--
integral, resident of freenode's #perl

In reply to Re: authenticate to a proxy server [Again!] by integral
in thread authenticate to a proxy server [Again!] by abhishes

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