Configure PHP to use a proxy?

you can use curl for handling your http retrievals.

$ch = curl_init("http://whatever.com/something/");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_PROXY, "http://10.14.10.1:3128");
curl_setopt($ch, CURLOPT_PROXYPORT, 3128);
curl_setopt ($ch, CURLOPT_PROXYUSERPWD, "user:pass"); 

more info here