I raised this same question last week. Must admit the documentation seemed vague - I ended up looking though the pm file! Anyway I got it working with something like..
#..... usual stuff .....#
$ua = new LWP::UserAgent;
$ua->proxy(['http', 'ftp'] => 'http://your_proxy.address.com:');
my $req = new HTTP::Request 'GET',
$res = $ua->request($req);
Update - I've just seen that chromatic
posted a virtually identical code snipet in answer to my original question.
Never saw it at the time Doh! That will teach me to give up on the perl monks.