Newbie install question

Hi everyone, Sorry in advance if this is a obvious question. I have been trying to install PEAR for the last two days and I'm not getting very far. I have tried the go-pear.bat file [for local packages] and the go-pear.php [for packages from the web] and neither of them finish properly so all I end up with is the folder structure and no files. It cannot seem to get access to the web. Though I am connecting through a proxy, to install the files on a apache testing server I have on my machine. On both types of install I have entered < username:password@host:port > when requested but it still cannot connect. So 1) what am I doing wrong? 2) Can you install it without a connection by downloading all the files and running it? If so How? I have tried some php support sites that give tutorials on how to set it up, and while it did solve some of the error msg's I was getting, it still doesn't work 4 me. Thanks in advance. Aidan Smyth