This is a metalink note. But it is hidden deep in. So I thought I will post it here. Probably someone will find it useful rather than raising a SR and finding it out.
There is a Bug logged for the issue described:
Bug 9032456: DAC CLIENT INSTALLER REQUIRES *LOCAL* INFORMATICA DOMAINS.INFA FILE
Currently the workaround is to:
1. Create a dummy Informatica folder
2. Copy the domains.infa from the Informatica server folder on the Unix box to the dummy folder
3. Use this file in the installer.