To connect to a monitored application on a firewalled host from JConsole, 2 ports need to be opened. See Luis-Miguel Alventosa's post at:

http://archives.java.sun.com/cgi-bin/wa?A2=ind0507&L=jmx-forum&D=0&I=-3&P=1221

But FAQ says that only one port needs to be opened (please scroll to question #5):

http://java.sun.com/javase/6/docs/technotes/guides/management/faq.html

Thus, it is impossible to connect to a process as described in FAQ.