I can't help you with HTTP::Proxy, but when I run perl as a service under windows, I simply use a sub-routine named DaemonLoop like this over-simplified example...

    #################################################################
    # Function:    DaemonLoop                                       #
    # Description: Run our various tasks                            #
    #################################################################
    sub DaemonLoop {
        while(1) {
          # <Your code here...>
            sleep $ENV{SLEEP_TIME};
        }
        return 0;
    }
[download]

The start/stop/restart can be handled manually with the Services Administrative Tool, or you can write a simple .cmd script and issue start/stop commands...

    echo Stopping ArchMaint                         >> %LOG_FILE%
    NET STOP ArchMaint                              >> %LOG_FILE% 2>&1
    set SAVE_ERRORLEVEL=%ERRORLEVEL%
    echo Return code           = %SAVE_ERRORLEVEL%  >> %LOG_FILE%
    if not "%SAVE_ERRORLEVEL%"=="0" call :SEND_EMAIL ArchMaint not run
+ning
    if exist %NTRESKIT%\sleep.exe %NTRESKIT%\sleep 10

    echo Starting ArchMaint                         >> %LOG_FILE%
    net START ArchMaint                             >> %LOG_FILE% 2>&1
    set SAVE_ERRORLEVEL=%ERRORLEVEL%
    echo Return code           = %SAVE_ERRORLEVEL%  >> %LOG_FILE%
    if not "%SAVE_ERRORLEVEL%"=="0" call :SEND_EMAIL ArchMaint start f
+ailed
    echo Finished restarting ArchMaint              >> %LOG_FILE%
[download]