You mention PPM so I assume ActiveState on Windows. The proxy shouldn't cause you any issues - I'm behind a proxy and PPM works fine.

You will need to set an environment variable with the proxy information.

From the command line (cmd.exe)

{C} > set http_proxy=http://proxy.server.com:8080
[download]

Where

http://proxy.server.com:8080

is the address/hostname and port of your proxy server.

To make this permanent - usable everytime you launch cmd.exe, use:

1. Right-click "My Compter"
2. Select "Properties" menu item
3. Select "Advanced" tab
4. Press "Environment Variables" button
5. Under the "System Variables" section, press "New" button
6. Enter "http_proxy" (without the double quotes) in the "Variable name" text box
7. Enter the proxy server address/hostname and port from above in the "Variable value" text box
8. Press "OK" button on the "New User Variable" window
9. Press "OK" button on the "Environment Variables" window
10. Press "OK" button on the "System Properties" window