According to this: http://www-01.ibm.com/support/docview.wss?uid=swg21505838
The first lines of the clientsettings.cfg to set a different relay to use instead of the root for a client’s first connection are this:
IP:http://relay.domain.com:52311/bfmirror/downloads/
__RelayServer1=http://relay.domain.com:52311/bfmirror/downloads/
I recently was in this situation and used the above and it worked for me.
As @TimRice mentions below, you must use the EXE installer on Windows.