Configure sudo to preserve the `*_proxy` environment variables

Requires that sudo in the VM is configured to support "sudoers.d", i.e. _/etc/sudoers_ contains line:
```
#includedir /etc/sudoers.d
```
This should be the default on all recent Linux distros, but not for example in CentOS 5.

Also create the directories for configuration files (for example _/etc/sudoers.d/_) if they don't exist.

Fixes #23.