If a firewall was that easy to get round, it wouldn't be a firewall
The one and only surefire method of getting something through a firewall that isn't on your own machine is to convince the administrator that he/she/it really
really needs a brand new hole in their carefully prepared defences... which for games is, to say the least, pretty unlikely.
If the firewall IS on your own machine, it just needs educating to allow connections on the ports you're using.
PastMaster