If ICMP traffic is not enabled from the clients to the NS, you cannot do percentage-based bandwidth throttling. You can still enable bandwidth throttling by setting a maximum bandwidth (Kbit/s) in the Targeted Agent Settings policy. However, this isn't really bandwidth throttling, and could still cause a scenario whereby all available bandwidth is used by Altiris.
Ideally, you would open ping to the NS from the clients. Alternatively, allow your network administrator to manage Altiris at the network level, outside of the solution.
Regarding WOL, these ports should not be blocked on the user side.
http://www.symantec.com/docs/HOWTO60829
http://www.symantec.com/docs/TECH38547
Does this help?_