To make Blogilo work behind a proxy, I edited this file ~/.kde/share/config/kioslaverc in my Ubuntu laptop (there is no proxy settings in the Blogilo UI).
[$Version]
update_info=kioslave.upd:kde2.2/r1,kioslave.upd:kde2.2/r2,kioslave.upd:kde2.2/r3
[Proxy Settings][$i]
ProxyType=1 httpProxy=http://proxy-server:8080
httpsProxy=http://proxy-server:8080
ftpProxy=http://proxy-server:8080