Yes, firewall is enabled.

And yes, I have also tried

1) Server - Added Outbound Rules, Programs and Services, Program Files\Microsoft SQL Server\100\DTS\Binn\MSDTSSrvr.exe

This will allow me to connect from the client. However, issuing

shows all kinds of ports open. I think this might be a security concern - and probably unacceptable to network and server admins.

And the moment I add port 135 to that same Outbound Rule, I cannot connect from my client.