HP Universal Configuration Management Database (UCMDB) Data Flow Probe (DFP) Configuration page of installation wizard might throw error "Server Configuration Problem", although the application server address is entered properly:
During the installation DFP tries to ping the application server address.
However, the ping might be forbidden due to peculiar company security policies. Therefore, the wizard evokes the aforementioned alert.
From the dialog simply select "Ignore" to continue.
Afterwards, the DFP status can be checked from "Data Flow Management" page within the BSM administration interface.