This package appears to have a custom/proprietary license agreement, and ProGet cannot be automatically determine the license type. You'll need to assign a license type to the URL to allow or block packages with this license.
To install NuGet-CommandLine from the command line, run the following command:
choco install NuGet-CommandLine --version 4.1.0 --source http://choco.csdesiles.qc.ca/nuget/ChocoCSI/