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 openssl from the command line, run the following command:
choco install openssl --version 3.5.0 --source http://choco.csdesiles.qc.ca/nuget/ChocoCSI/