Dann setze halt den Proxy in cpan.
cpan> o conf init /proxy/
If you're accessing the net via proxies, you can specify them in the
CPAN configuration or via environment variables. The variable in
the $CPAN::Config takes precedence.
Your ftp_proxy? [a.b.c.d] a.b.c.d:port
Your http_proxy? [a.b.c.d] a.b.c.d:port
Your no_proxy?  a.b.c.d:port
If your proxy is an authenticating proxy, you can store your username
permanently. If you do not want that, just press RETURN. You will then
be asked for your username in every future session.
Your proxy user id? 
Please remember to call 'o conf commit' to make the config permanent!
cpan> o conf commit
commit: wrote 'xxx/xxx/xxx/xxxxx/xxxx/Config.pm'