I had that much questions regarding installing the HP Insight Agents on ESX servers, here is the one and only precedure:
Download the latest HP Agents for ESX from HP.com.
Save the *.tgz file somewhere and transfer it to the ESX server using a utility like WinSCP.
After copying, log in to the console of the ESX server.
Go to the directory where you saved the *.tgz file.
Use this command to unpack the *.tgz :
tar -zxvf hpmgmt-7.7.0-vmware2x.tgz
Start the install by typing this command :
Respond to the questions asked, quite always the default answer is the ruight one
Verify funtionality by connecting via your browser to connect to https://servername:2381