At the least you should be able to ping the RDP port (assuming you've enabled RDP on the desktop).
That said, just enable the firewall. It doesn't hurt and it is certainly a good idea. The Agent already opened the appropriate ports for you so it should be just a simple flick of the switch and then wait 30 seconds, go to the View Admin page, refresh the desktop tab to see if the agent is finally talking with the connection server.