Execute the following command to set proxy for CPAN and installing perl modules via CPAN:
$ cpan # or perl -MCPAN -e shell
cpan[1]> o conf http_proxy ""
cpan[2]> o conf ftp_proxy ""
cpan[3]> o conf proxy_user ""
cpan[4]> o conf proxy_pass ""
cpan[5]> o conf commit
cpan[6]> q
$ # I have a shell function that does basically this
$ export http_proxy="http://user:pass@proxyserver:8080"
$ for v in HTTP_PROXY https_proxy HTTPS_PROXY ftp_proxy FTP_PROXY; do
> export $v="$http_proxy"
> done
$ cpan i Devel::Repl # or whatever