On the off chance that you have FTP Proxy
or FTP through IP/translation and CPAN is using Net::FTP
set FTP_PASSIVE=1 environment variable.
If you can do http downloads through your browser then you could
us wget to download to your .cpan/build directory but then
if this works I don't see why LWP doesn't work.
Bit of a shot the dark but might help.
MitD -- Made in the Dark
'My favourite colour appears to be grey.'