Have your Firewall allow port 135 and the dcom port range. By default, the dcom port range is 1024-65535. Thats a big range to open up. You can limit this range in the registry or using dcomcnfg. This post describes this:
http://blogs.msdn.com/distributedservices/archive/2008/11/12/troubleshooting-msdtc-issues-with-the-dtcping-tool.aspx
