Recently a colleague called to ask about getting Dynamics access to SQL through the firewall on a 2008 Server. I'm a little lazy, I usually just turn off the firewall. But, this machine is hosted remotely, so we thought better of that.
At any rate:
In order for GP 2010 clients to connect using the SQL Native client and the data connection that is created when GP installs, I created inbound and outbound rules through the firewall port (Domain only) for 1433 and 1434.