POE seems to be the way to go.
The code samples from http://poe.perl.org/?POE_Cookbook/TCP_Port_Redirection seems to be what I have been looking for.
However, I am having problem with the forwarder_server_input function. The server can receive request from the client, but the client cannot receive the response from the server. The TCP_Port_Redirection script(my proxy) does receive and attempt to pass the response message to the client. Any suggestion?

# The forwarder has received data from its server side.  Pass that
# through to the client.

sub forwarder_server_input {
    my ( $heap, $input ) = @_[ HEAP, ARG0 ];
    print "Received the following data from the server and attempt to 
+send them to the client\n";
    print "==\n$input\n=="; #this is the response from the server, but
+ the client somehow can't receive it.
    exists( $heap->{wheel_client} ) and $heap->{wheel_client}->put($in
+put);
    #maybe the wheel_client object is gone?  If so, how do I keep it a
+live?
}
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