Hi Carlo,
If you don't want get department data at time of installation you can remove that part form demo date file.
For removing Department data either you have to comment or delete following part ( from file:- hr->hr_demo.xml )
<record id="dep_management" model="hr.department">
<field name="name">Management</field>
</record>
<record id="dep_rd" model="hr.department">
<field name="name">Research & Development</field>
</record>
<record id="dep_ps" model="hr.department"
<field name="name">Professional Services</field>
</record>
Hope this helps.