SMS 2003 and Network Communication
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/826852Scenarios and Procedures for Microsoft Systems Management Server 2003: Security
http://www.microsoft.com/downloads/details.aspx?FamilyID=3d81b520-a203-4376-a72d-fd34a6c4a44c&DisplayLang=en