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When SilkTest is run across a distributed system, it acts like all TCP/IP based applications. If there is a firewall placed between the Agent and the GUI then the firewall will block the communication and the script will fail.
However, if the firewall has been specifically configured to allow communications from the IP address on which the GUI is running, or specifically configured to allow communications from "Partner.exe" or "Agent.exe", then the test will run successfully. The answer here is yes, but depending on how the firewall is set up.