Can you download the files from a browser on the same host?
No proxy required?
I cannot download the file by browser. Is it correct link http://xml.shavlik.com/data/hfnetchk6b.cab? I have Transparent proxy and when I login to special web address, I type user and pass then I have all connection to the internet by 80 and 443 ports.
That is the correct link
You will need a method for authenticating the appserver through that proxy so that is the problem you are getting. Speak to the team managing the transparent proxy and setup permissions through the proxy or point the appserver at the proxy address and authenticate