Simplemente conectarse al servidor de Proxmox por medio de SSH y descargar la imagen con wget/scp u otra herramienta en el direcorio /var/lib/vz/template/iso.

Por ejemplo para descarger el ISO de OpenBSD 5.5 de 64 bit

 

vm:~ #  cd /var/lib/vz/template/iso

vm:/var/lib/vz/template/iso # wget http://mirrors.nycbug.org/pub/OpenBSD/5.5/amd64/install55.iso -O OpenBSDamd64.iso
--2014-09-16 18:54:16--  http://mirrors.nycbug.org/pub/OpenBSD/5.5/amd64/install55.iso
Resolving mirrors.nycbug.org (mirrors.nycbug.org)... 66.111.2.14
Connecting to mirrors.nycbug.org (mirrors.nycbug.org)|66.111.2.14|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 248283136 (237M) [application/x-iso9660-image]
Saving to: `OpenBSDamd64.iso'

100%[=============================================================================================>] 248,283,136 8.03M/s   in 35s     
2014-09-16 18:54:52 (6.86 MB/s) - `OpenBSDamd64.iso' saved [248283136/248283136]

vm:/var/lib/vz/template/iso # ls
CentOS-6.5-x86_64-bin-DVD1.iso	debian-7.6.0-amd64-DVD-1.iso  linuxmint-17-xfce-dvd-64bit.iso  ubuntu-9.10-server-i386.iso
CentOS-6.5-x86_64-bin-DVD2.iso	debian-7.6.0-amd64-DVD-2.iso  OpenBSDamd64.iso		       ws2k3-ent-en-r2-cd1.iso
CentOS-6.5-x86_64-LiveDVD.iso	debian-7.6.0-amd64-DVD-3.iso  SLES11SP1.iso		       ws2k3-ent-en-r2-cd2.iso