Thankyou so much Saket and Alper for your so fast reply ! I confirm, I've modified run.sh as follows:
after the "cd dirname $0" I've added the following 2 lines and then re started the service ... and then from the Admin panel the installation works ! That is great and I would strongly suggest to add it to the FAQ.. for those behind proxy with authentication.
export http_proxy=http://DOMAIN%5C%5CSERVICEUSER:PASSWORD@myproxy.mydomain.de: proxyport/ export ftp_proxy=http://DOMAIN%5C%5CSERVICEUSER:PASSWORD@myproxy.mydomain.de: proxyport/
in addition to the tool installation, also the GET_DATA works now !!! That is amazing, congratulation to you all.