See http://support.microsoft.com/default.aspx?scid=kb;en-us;835935 for further details on Windows XP Service Pack 2.
If you experience any problem using the Neverfail Heartbeat Remote Management Client please consult the following Neverfail Knowledge Base articles.
A list of default Neverfail Heartbeat Ports.
Advice regarding use of the Neverfail Heartbeat Management Client
In general any desktop Firewall could potentially block a port used by the Neverfail Heartbeat Remote Management Client to connect to the server pair. This may prevent connection to the Neverfail Heartbeat server pair you are trying to remotely administer. Care should be taken to configure any Firewall products to allow Neverfail Heartbeat Remote Management Client to use the necessary ports.