I'm about to lose my mind. How in the world do you tell CPAN to download via HTTP only? ...and NOT via a proxy.
Simplest way of having it not use FTP is to shove HTTP URLs on the front of your urllist - or replace it completely like sebastionopilla said. You can do it from inside the cpan shell too:
o conf urllist unshift http://some.cpan.mirror/here/
You can use
o conf urllist - o conf urllist shift
to empty it first if you wish.
o conf no_proxy 1
to turn off the proxy.
o conf commit
to save the config