There are no proxy settings. In your case if you cannot get around this on your OS level you could get the jBPM 5.2 Full Installer which should contain everything you need except Eclipse. You can then run
ant install.demo.noeclipse
and
ant start.demo.noeclipse
If you have an existing Eclipse installation look at the eclipse.home property in the installers build.properties file. Set it's value to your local eclipse install and try:
ant install.demo.noeclipse
install.droolsjbpm-eclipse.into.eclipse
ant start.demo
Hope this helps.