You can easily configure PLaneT to send requests via your proxy. Add the following lines to the file collects/planet/config.ss, changing the details to match your proxy server.
;; Require the URL collection so we can set the proxy
(require (lib"url.ss""net"))
;; Add the proxy server for the HTTP method. Change to match your web proxy server
(current-proxy-servers'(("http""webcache.megacorp.com"3128)))
You can find the file collects/planet/config.ss wherever you have installed PltScheme. Under Unix it is probably in the /lib/plt/ or /usr/local/lib/plt, under Windows probably in C:/Program Files/PLT Scheme and for OS X probably in Applications