i also had the "cannot download"-error, no privoxy, firewall or proxys at all.

it seems that the nokia package-manager has some problems after installing various packages (i am not sure, which ones cause the troubles).

but console installation worked for me. apt-get don't seems to have the troubles with the missing packages.

1) make sure to have the right repository in your sources.list. for example:
2) update package-information (must be run as root)
3) install python (must be run as root, too)

The above method worked for me. I was trying to install pymaemo for 2 days now. Thank you.

Seem to install better with the command line !!