Either he means you can't download peer-to-peer, or he means you need to use a proxy server. If you can't download peer-to-peer, it shouldn't matter. Anything you find on a regular website is already on a server. If you can find a copy of HH98 (it's shareware, I believe) it will come with all of the tilesets it uses, so you'll have what you need.

If you're behind a firewall that won't let you download *anything*, I'm not sure how a proxy server would help. Unfortunately, I can't really help you with firewalls, but there might be someone here who can, if that's what you need. Try looking for a copy of Holiday Hare 98 on a website first, and if that's not any good, ask your dad for more information about your system/network/firewall.