Yes, I downloaded the bitcoin-0.7.2-linux.tar.gz through SSH proxy and extracted on the desktop and are updating the blockchain now.
But I just want to it update automatically to the latest version.
Edit: You can install the daemon this way. (No GUI)
sudo apt-get install bitcoind
I have tried that, but it does not work. If we find nothing wrong in the code I typed in, then I guess I will try the VPN tonight.