i have my nslu2 going through a proxy server to access the internet. There are certain settings that must be made so that the nslu2 can connect to the internet as normal.
first, edit /etc/profile and place the following at the end, changing the ip address, and port of your proxy server.
export http_proxy="192.168.1.100:1234"
export ftp_proxy="192.168.1.100:1234"
export RSYNC_PROXY="192.168.1.100"
to use these settings straight away type the following, or do a restart.
source /etc/profile
you will now be able to use wget and any other programs that require the internet.