You may need to specify a proxy with -x <proxy>:<port>, be aware that there are known issues with Squid and possibly other proxies:
pkgadd -x myproxy:3128 -d http://get.opencsw.org/now
You will need to configure /etc/opt/csw/wgetrc:
proxy_user=<user>
proxy_password=<password>
Continue to Full setup.