[CentOS] Updating an AntiVirus trougth a proxy (ERROR)

Here is my problem

[root at shannon CGPMcAfee]# ./updateDatFiles
CGPMcAfee DAT files update program version 2.2
Local avvDAT version is 5726
Connecting to 'update.nai.com' [72.247.238.178:80] via HTTP protocol...
 *** failed to connect: socket error

The problem is that I can't change the script and I'm under a proxy server, 
but the updater ignore it. Same happen with others updaters

WHAT CAN I DO?

Best Regards

Saludos Fraternales
_____________________________
Atte.
Alberto García Gómez M:.M:.
Administrador de Redes/Webmaster
IPI "Carlos Marx", Matanzas. Cuba.