I think many people on the forum were facing issues of corporate PC firewalls and proxy issues. The solution on trouble shooting page (give -Dhttp.proxyHost -Dhttp.proxyPort) seems to work in some cases but not always (not for mine). After talking with Eric and Joos I figured out how to install packages locally, and would like to share it here. Before that, I want to warn you that this is the suggested way.
1. Download all packages (you need) from http://www.promtools.org/prom6/packageslite11/
for prom_lite or http://www.promtools.org/prom6/packages66/
for prom6. You can use wget or other methods. After this you will have a number of .zip files, the directory structure might look like this
Now you need to make changes to the packages.xml files, both the one underneath packages_folder and the ones under each package folder. For the global one, change the url="http://www.promtools.org/......packages.xml" to url="file:packages_folder/some_package/packages.xml", and for each individual package.xml, change url to "file:packages_folder/some_package/zip_file_name.zip".
This means a lot of changes, so you might want to write a shell script or some program to do that.
2. Move this packages_folder to the directory where you installed your ProM program. Change ProM.ini such that
PACKAGE_URL = file:packages_folder/packages.xml
PROM_USER_FOLDER = .
3. chick ProMLite11.bat and enjoy