How to stablish distributed transactions to a remote server through a firewall?

We are trying to stablish a distributed transaction between Server A  on my LAN and  server B on my DMZ.

SERVER A (in LAN): WIndows 2003 Std SP2, 2 SQL Server Instances: 1 SQLServer 2000 Standard, 2 SQL Server 2005 Express. It contanis 2 linkservers. Link1: Points to Instance2005 on serverA, Link2: points to instance2005 on SERVER B.

SERVER B (in DMZ): Windows 2003 Std SP2, 1 Instance SQL Server 2005 Express.

In SERVER A:The instence 2000 executes  a stored prodecure that contains SQL Sentences (INSERT, SELECT AND DELETE) wich uses the link server mentioned above.
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SET XACT_ABORT ON          
BEGIN DISTRIBUTED TRAN
SET ANSI_NULLS ON
SET ANSI_WARNINGS ON
DELETE [link2].basededatosDestino.dbo.tablaDestino
INSERT INTO [link2].base de datosdestino.dbo.tabladestino
SELECT * FROM [link1].basededatosorigen.dbo.tablaorigen
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This works fine if both SERVER A and SERVER B are on my LAN, once I transfer SERVER B to my DMZ i get the following error:
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The operation could not be performed because the OLE DB provider 'SQLOLEDB' was unable to begin a distributed transaction.
[OLE/DB provider returned message: New transaction cannot enlist in the specified transaction coordinator. ]
OLE DB error trace [OLE/DB Provider 'SQLOLEDB' ITransactionJoin::JoinTransaction returned 0x8004d00a].
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My DMZ is behind a checkpoint Firewall, the ip segment on my LAN is Different to the one on my DMZ the Firewall does the routing.




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