To answer my self:
I found the way to update GML files over proxy (using software updates).
You have to edit file http.lua in folder %GIRDER%\luascript\socket\
you will see
-----------------------------------------------------------------------------
-- Program constants
-----------------------------------------------------------------------------
-- connection timeout in seconds
TIMEOUT = 60
-- default port for document retrieval
PORT = 80
-- user agent field sent in request
USERAGENT = socket.VERSION
just add this:
-- using proxy
PROXY = "http://my.http.proxyort"
where my.http.proxy is adress of your proxy
and port is port number