I think Android SDK Manager is quite awful, since it doesn’t have configuration for proxy authentication. But i found a simple way to download all the SDK components by using direct download link. The trick is on repository.xml which contains url paths to download all SDK components.
Look at every </sdk:url> tag and you’ll found filenames of each component, for example:
<sdk:archive os="linux" arch="any"><sdk:size>45476658</sdk:size><sdk:checksum type="sha1">c054d25c9b4c6251fa49c2f9c54336998679d3fe</sdk:checksum><sdk:url>android-1.1_r1-linux.zip</sdk:url></sdk:archive>
So URL path to download android-1.1_r1-linux.zip is http://dl-ssl.google.com/android/repository/android-1.1_r1-linux.zip
One disadvantages by using this way is you’ll be confused the directory structure where each SDK components will be placed. So here’s the directory structure (plus the download link) :