Many UNIX programs respect the http_proxy environment variable, curl included. The format curl accepts is [protocol://]<host>[:port].
In your shell configuration:
export http_proxy http://proxy.server.com:3128 For proxying HTTPS requests, set https_proxy as well.
Curl also allows you to set this in your .curlrc file (_curlrc on Windows), which you might consider more permanent:
http_proxy=http://proxy.server.com:3128