The standard .NET Remoting channels are not bidirectionals, which means
that whenever the server needs to callback into the client, it needs to
open a new channel to the client application. The client application
therefore becomes the server and the server application becomes the client.
If your client application is behind a firewall, the server application
won't be able to open this new channel since the client's firewall will
deny the connection.

There are 2 possible solutions to your problem:
- Specify a port when creating the channel in the client application and
open this port in the client application computer's firewall. Not the best
solution since this opens a potential security hole and some users may not
know how to open ports in their firewall. And you'll still have problems
with NAT routers.
- Use Genuine Channels (http://www.genuinechannels.com). It provides
bi-directionnal channels that work like a breeze through firewall and NAT
routers. It also provides loads of other usefull features. Once you'll have
tried it, you'll wonder how you've been able to live without it before.