This may be related to the existing FTP proxy or HTTP proxy problems, but there is an additional piece of information. Despite entering a port number and proxy host on the FTP proxy form, the installer tries to do a proxy GET to the FTP port on the proxy. I noticed this since our proxy server has tcp wrappers watching the FTP port and the connection attempt was caught. No matter what I put for a port value on the "Further FTP Setup" form, it still tries to talk to the FTP port on the proxy host. Did that make sense?
*** This bug has been marked as a duplicate of 2731 ***