There is no proxy involved, the only error during the process is the 404 when trying to perform the plugin installation step.
The only troublesome spot I had during installation was step 10 in the PDF. I am using vSphere 5.1.0 on a 6-socket enterprise plus cluster, and the instructions mention something about the SSO URL -- I was not prompted for this at any time during the OVA deployment however so I am not sure if I was supposed to enter it somewhere.
The management VM in the vApp looks normal and I did not see any errors on the console during bootup.