As stolen from Travvis Epperson’s blog…..

The ESX firewall is great for security but a pain when it comes to troubleshooting! It may not be best practice (None of the stuff I write probably is), but you can change the default incoming and outgoing rule from deny to allow. I use it when I just can’t get something in ESX to work remember to turn it back to deny once you have figured out what in the firewall to open…

To open:
esxcfg-firewall –allowOutgoing
esxcfg-firewall –allowIncoming

To close:
esxcfg-firewall –blockIncoming
esxcfg-firewall –blockOutgoing