I too have a proxy, and also had a no-go using ftp access w/ dselect/dpkg (slink). I found that if I used a http access pointing to the ftp site, all works well (provided the site allows http to their ftp site, as most debian sites seem to).
e.g. here's my /etc/apt/sources.list: deb http://ftp.au.debian.org/debian stable main contrib non-free deb http://ftp.au.debian.org/debian-non-US stable non-US It seems there is a ftp.nz.debian.org, if your email address reflects your location :-) Ben
