i dont know if you can change this behaviour. but what you could do is to install the DP Client localy on the Server. But this is only a solutsion if you need to install 2-3 clients. If you have many clients, this is not the way to go.
you can use LOCAL_INSTALL\omnisetup.sh script from the intall DVD on the client on which you want to install DP Agents
./omnisetup.sh -server <cellserver.domain.local> -install da
in this case you have to copy at least the core and da package on every server. Rename the packet.Z files to i.e. core.rpm and da.rpm. Now you can proceed your local installation using rpm command. However, I recommend to use ssh, rexec, rcp, ... for the installation. The RSA key is only required for the initial installation, you can remove it afterwards.