Using WPM Player Outside the Firewall

We need to set-up a WPM player that will reside outside of our firewalls so that we can simulate customer traffic and detect any issues with access to our applications through the firewall.  Has anyone set-up the WPM server inside the firewall (i.e. intranet) with a player outside the firewall (internet or extranet and probably using a proxy server)?  What issues were encountered?  From the documentation I see traffice on these ports need to be passed:  17777, 17781, and 17782.

Thanks everyone.