Added proxy support.

I am not proud of this bit.  I was going to make a comment on how to use it, but then I think I am just going to leave it like this and let the powers that be decide what if anything to do with it.

I am behind a proxy and installing using the documented method fails because I am behind a proxy.  I don't export $http_proxy or $https_proxy usually as I am often using curl/wget for internal methods that don't require a proxy.

So the way I use it now works like the following:

    https_proxy=http://some.proxy.org:8080 curl -sL https://rpm.nodesource.com/setup | \
    sudo https_proxy=http://some.proxy.org:8080 bash -

It's ugly, but I can't immediately think of a clean way to pass the first $https_proxy through the pipe and sudo.