Of course - ask the user for it:

use ExtUtils::MakeMaker;
my $user = prompt "Proxy user:";
my $password = prompt "Proxy password:";

# ... continue as before
[download]

In short, if you want to use data in a program, somehow that data needs to get to that program. There is no way around it.

Also, regarding your manual proxy settings, "I could not get them to work" is not really helpfull, as the weather impedes my ESP abilities somewhat. Maybe you can describe to us a bit more precise what fails, and how it fails, and what the log messages and error messages are...