[dba-SQLServer]Access to SQL through a firewall

I should begin by saying that I know little about networking, etc.

I have two connections to remote databases, both at colleges for whom I do
occasional work. In both cases the network/DBA guys gave me an IP address, a
UID and a PSWD. I opened ODBC and created a connection using the supplied
specs, and it works like a charm. If I didn't know better, I'd think I was
actually on their local LANs.

I need to do this for another client, who doesn't have a network specialist
on staff. One specialist did set everything up in the first place. FreeBSD
firewall, Terminal Services box for remote access, database server for SQL
2000, etc. I want to explore the possibility of directly connecting to the
db server, as I can do with the other two clients. I know next to nothing
about freeBSD (but I do know some linux).

Can anyone describe what needs to be done to the firewall to allow access to
the db server? We are not using integrated security, so assuming that an
attempt to connect gets piped to the db server, the user will still have to
log in, to get access to the SQL db.

Is there anything more to it than poking a 1433 hole in the firewall and
directing said traffic to the db server? 

I have been pretty dictatorial about the passwords (no recognizable words,
use numbers and #$%-type chars in your pswd, no pswds with fewer than 10
chars, etc.). Will poking a 1433 hole in the firewall expose said db server
to serious risk?

Arthur