It may be (I seem to recall this actually) that none of the major PPM repositories happens to carry HTTP::Proxy, which is a shame because it's a darned useful module. So you may have to just install it yourself the old-fashioned way. Create a sub-directory under C:\Perl\site-lib\ called HTTP and put Proxy.pm right in there. Note that this method only works for modules that are self-contained and don't have any binary portions.