If you are using ActiveState 5.8.x try the following:

ppm install http://theoryx5.uwinnipeg.ca/ppms/Crypt-SSLeay.ppd
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Note that setting a web proxy is dependant on the method. For HTTPS we set an environment variable:

$ENV{HTTPS_PROXY} = 'http://proxy.mycompany.com:8080';
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and for HTTP we call the ->proxy method:

$ua->proxy(['http'],'http://proxy.mycompany.com:8080/');
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