Thanks for responding, Alvaro!
I actually do a "bug" filed into IT support to configure the proxy. But I'm coming up with contingency plans in case they don't come through for me.
The plugin installer is actually trying to retrieve
http://gems.hashicorp.com/quick/Marshal.4.8/bigdecimal-1.2.6.gemspec.rz when this error comes up. I can wget that URL with no problem. It seems my proxy just doesn't want something that identifies itself as "bundler...." to get it.
On a related note, is there a way to tell the plugin installer, "Hey, don't download bigdecimal-1.2.6.gemspec.rz, just use the one <here>", where 'here' is a local file path?