use LWP::UserAgent;

my $ua = new LWP::UserAgent;
$ua->proxy(['http', 'ftp'] => 'http://your_proxy.com:portnumber');

my $req = new HTTP::Request 'GET',
    "http://www.whatyouwant.com/blah.html";

$req->proxy_authorization_basic("$user_name","$user_password");

$res = $ua->request($req);