Hey Nicu,
Are you familiar with the concept of a "white list"? Some folks have their systems set where you need to allow specific IPs/hosts or ranges before the system can be accessed.
Do a google search for SAP and white list and you should find that. There is a table on the abap stack that addresses that. The java stack also has a white list setting that defaults (or at least it used to) where you had to add that range or a "*" before it would work.
You could also "tail" the icmhttp.log file from the OS level to see if you are really hitting it, by that, I mean are you seeing a HTTP response code from SAP and you can bump up the logging level in SMICM.
Hope that helps
NICK