Hi,
Sorry for the annoyance - but there is a bug in Citrus Perl to do with setting the mingw path. If you can download mingw at all then there is nothing needed regarding Proxy settings (for Citrus just uses LWP directly so the usual env settings that affect LWP would work in this respect).
In the Citrus Utils app refresh updates and you will find there is an update listed for the mingw path problem. Install it and then set the mingw path to the mingw you have previously downloaded.