In one way I am not supprised and in another I am supprised of how many people that are trying to install SMS without reading the documentaion. Therefor I am posting a link to the supported Configurations here and hopefulle bring some light to them.
SMS 2003 SP1 Supported Configurations
http://www.microsoft.com/technet/sms/2003/library/sp1supportedconfigs.mspx
SMS 2003 SP2 Supported Configurations
http://www.microsoft.com/technet/prodtechnol/sms/smssp2/supconfig/0bdafa4a-71b3-4ed6-94bb-42a9f3986951.mspx
SMS 2003 SP3 Supported Configurations
http://www.microsoft.com/technet/prodtechnol/sms/sms2003/supconfig/cdc59381-dc2e-438c-a4a1-c2bcbb746ab5.mspx?mfr=true
As many people finally are starting to use firewalls on their local servers and pc, theese document will come quite in handy when you are implementing SMS in your environment or when your inplementing a firewall in your SMS environment.
Ports that Systems Management Server 2003 uses to communicate through a firewall or through a proxy server
  http://support.microsoft.com/kb/826852
Scenarios and Procedures for Microsoft Systems Management Server 2003: Security
http://www.microsoft.com/downloads/details.aspx?FamilyID=3d81b520-a203-4376-a72d-fd34a6c4a44c&DisplayLang=en
SMS 2003 | stesch | 
June 11, 2007 16:17 | 
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