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Thanks.
If a search engine can crawl your site, you are fine. If they can't ping your site, that just means they can't ping it - two different things.
Have you tried viewing your site with a spider simulator, or a spider of your own?
Check out Search Engine World [searchengineworld.com] for a few great tools and articles on the search engines. Scroll down on the front page, and click the link that says, 'spider simulator'.
If you can see your site with that, chances are, search engines can too - as an added bonus, it will do some basic on the page analysis for you.
Again, welcome to WebmasterWorld.
But - if for some reason the firewall was denying access to anybody outside a certain lan or something, that could have been an issue. Since the spider simulator handled it just fine, my hunch is that your SEO might not be completely honest with you.
Surf 'round here for a while, and check out the links on the Webmaster World home page [webmasterworld.com] near the bottom, those are some of the best sites on the net for things related to SEO and webmastering. :)
Happy reading. Of course, you'll always get fast and helpful responses to your questions here - but the site search [searchengineworld.com] (above) takes a bit of getting used to, so you can find what you need quickly.
Take it for a test drive, I'm sure you won't be board after reading a few threads here...
Cheers.