Just to add to what's gone before, if you need to authenticate on the proxy then the following may work. (This is not Perl code)

http_proxy=http://user:password@proxy:port
[download]

I set environment http_proxy and ftp_proxy to the same value but note that active FTP may be blocked as may FTP as a whole.

I have an account just for proxy access as user:password is world readable so unsafe to have data accessible anywhere else.