Try temporarily enabling "Learning Mode" in the firewall. That should create a rule for you that allows the connection unless you already have a rule set up to block it. If it still doesn't allow it, then I'm not sure. You might want to do a search on ESET with that port attack message. There should be an option to ignore that for a specific IP. Note that the "attack" is most likely caused by normal communication from the server... usually an open proxy check or something along those lines.
