To successfully run DNS2Go behind a firewall, you need to open port 1227 UDP and TCP for outbound traffic.
This port is used for the heartbeats which are sent back and forth when you are connected to the Internet.
You will have to open up other ports depending on what you would like to do with your D2G name. If you want to host a web server, open port 80 and route it through to your D2G/Web server machine. For FTP, open port 21.