Try this:

my $ua = LWP::UserAgent->new;
$ua->proxy('http', $proxyname);
my $req = HTTP::Request->new('GET', $url);
my $image = $ua->request($req)->content;

open my $fh, ">", "picture.jpg" or die $!;
binmode $fh;
print $fh $image;
close $fh;
[download]

Of course picture extension may be not JPG...

Also binmode is useful only on Windows.