I got around this by letting the installation go as far as it can - it installed anaconda and then fizzled out when it was trying to install graphlab via pip. So, I opened a command window and navigated to the python2.7 directory that was installed via the dato installer and ran the pip command using the proxy argument to download graphlab into the dato python site library. On my machine the command looked like this:
C:\Users\whitenk\AppData\Local\Dato\Dato Launcher\Scripts>pip --proxy http://proxy.some.corp:80 install c:\Users\whitenk\AppData\Local\Temp\GraphLabCreate-1.7.1-cp27-none-winamd64.whl
Assuming you have a similar set up, you will have to replace whitenk with your windows username and http://proxy.some.corp:80 with your proxy URL. In addition the pip proxy argument takes an optional "user:password@" if you require authentication.
After it all installs, you can use the dato launcher to start either a terminal session or ipython notebook session.