Packages installation without direct Internet connection

Hello,

I'm setting up the latest pfSense software on a host which is on private 
network (it's actually a private intranet that is connected to the Internet via 
a proxy using the standard http 80/tcp port.)

I need to install the stunnel package but it looks like the only means to do it 
is through a direct connection to the pfsense.com site.

Is a way in pfSense of setting up a proxy to allow such download? OR
Can the packages be installed offline, i.e. installing them using a separately 
downloaded files in package format?

Thank you

Marco Masotti