Contributed By: Cliff Hobbs [MVP SMS]
Here are some links that should help you:

The following Microsoft Knowledge Base Articles:

• 200898 'SMS: How to Use Systems Management Server Through a Firewall'

• 256884 'SMS: TCP and UDP Ports Used by Remote Control Have Changed in SP2'

• 167128 'SMS: Network Ports Used by Remote Helpdesk Functions'

The following article also lists not only the SMS ports but other ports used by applications you might need to open on your firewall:

http://www.myitforum.com/articles/1/view.asp?id=916