Raised by Ryan Dewhurst (ryandewhurst@gmail.com):
I got the proxy working by using the -useproxy argument and a working proxy.
This is the output for a non working proxy:
$ perl nikto.pl -useproxy -Display v -host website.com
- Nikto 2.02/2.03 - cirt.net
V:Mon Aug 11 21:10:07 2008 - Testing open ports for web servers
V:Mon Aug 11 21:10:17 2008 - Checking for HTTP on port xx.xxx.xx.xx:80
V:Mon Aug 11 21:10:27 2008 - Checking for HTTPS on port xx.xxx.xx.xx:80
+ No HTTP(s) ports found on iubra.com
+ 1 host(s) tested
Would be better if the output was more specific.