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
-> does install Disk agent
Maybe a DP Linux speciallist can help here...