I was working on setting up a new environment and even though the SQL server installer reminds you after it has finished doing it’s setup it’s something I sometimes forget to configure the firewall ports. You find out down the track when trying to install SharePoint on another machine and trying to create the databases you get an error about access, or when installing AX components like the database and SSAS database. Anyway if you are setting up AX in a multi-machine environment just a reminder if you are having access problems for user accounts you think should be able to access SQL it might be the firewall ports.

http://msdn.microsoft.com/en-us/library/cc646023.aspx

Cheers

Lachlan