There are some details on getting through firewalls here
In general a firewall manager with a clue will keep catching you at what you are doing. However most people just set firewalls up and forget them. There are lots of tricks you can pull, based on detailed knowledge of the firewall and its setup, but you tend to have to get guru level knowledge of the particular package for that to be useful.
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Jeremy
I didn't believe in evil until I dated it.