If you are behind a firewall, you can define the proxy settings in the global options section:
<curiosity>
<options>
...
<proxy>
<host>proxy.example.com</host>
<port>8080</port>
<user>theUser</user>
<pwd>5WFEvFwgbOFMRpwZB=</pwd>
</proxy>
</options>
...
</curiosity>
Don't forget to encode the password as explained here.