I agree, proxy is an important issue.
We are going to add automatic update in one of following versions and I believe we'll add proxy configuraton on that stage.
Currently, as workaround you may:
1. Download driver pack manually (e.g. this one -
http://dbeaver.jkiss.org/files/driver-pack-1.4.1.zip). Just extract archive in the same folder where DBeaver was installed.
2. Configure global proxy settings for Java (
http://www.java.com/en/download/help/proxy_setup.xml)