Edwin, if your proxy server is like mine what it wants is a header like this
on your request:
Authorization: Basic QWxhZGRpbjpvcGVuIHNlc2FtZQ==
The gobbledegook is a base-64 encoded rendition of your proxy id:password,
that is, they are separated by a colon and then encoded.
I think LWP should have a way to do this built in... I've seen others talking
about it. Apparently there is a document called the LWP cookbook, probably in
the software distribution of LWP. Maybe you can find an example there.