Hi stianstrips,
I am sorry to hear that our installer is not working in your corporate environment. Unfortunately, we have not had a lot of experience interacting with and testing against transparent proxies and I suspect we are running in to an issue where the proxy is trying to impersonate our servers. We try to prevent this as the ability to do so opens the possibility of malicious parties doing the same thing and delivering unauthorized content.
However, if it's as point-blank as all this, I would assume standard web browsers would complain a lot and your environment would be unusable, so if you would like to contact me via PM so that I can get more detailed information about your environment to see if we can implement a safe solution, then I will be glad to work through this.
The other alternative is to use a non-transparent proxy, which I have just validated works in our case. If you have access to one of these on your network, then you can configure our installer to connect to this by setting the environment variables http_proxy and https_proxy to reference the ip address (or hostname) and port of the proxy server. I can help with that as well if needed and supported by your infrasturcture.