Load Generator fails to run Script after connecting to LR Controller

I have the following scenario that is driving me nuts.

I have a script that is recorded in Winsock protocol as the application is a thick client written in CoolGen as it has a CICS Mainframe back end. When I run the load test from the LR Controller (sits on a VM instance) it’s not a problem, the script will run without any issues. When I try and connect to the physical load generator I get a confirmation that it has connected. I then click run and get an immediate failure saying that the controller cannot communicate with the generator.

I have also tried running another script using the WEB protocol against the same load generator and that worked without any issues.

I should mention that the VM and physical servers are in the same domain, and when the script is run it is run with an administrator account.

Any ideas would be appreciated.