Wget
From KlavoWiki
If you Linux server is behind a proxy server you will need to tell the WGET configuration file that they need to use a proxy server.
Edit the file /etc/wgetrc removing the comments to use
http_proxy = http://proxy.yoyodyne.com:18023/ ftp_proxy = http://proxy.yoyodyne.com:18023/
and don't forget to set:
use_proxy = on