Connecting and downloading plugins


Wanted to download a plugin and noticed that I have to download Dashboard plugin in order to get any other plugin. Is that correct?

If, yes, then I have a huge problem. The server (VPS) I use is managed and they for security reasons block all connecting trafic. I can open it by getting them the domain from which all downloads will be made, but that is the domain in your case? Is it, or are there any more different domains used for plugin and such?