If we're talking the Windows XP firewall, Remote Client Install is done over the "File and Printer Sharing" service, which bundles together the 4 ports used for various parts of the system for sharing files between machines. As part of file sharing, Windows NT machines share named pipes, which is one of the network transports for many of the management APIs - so Remote Client Install uses this service set two ways. First it shares the drives to actually transfer the installation files, and secondly the management API that actually launches the installation process.
The 4 ports in the "File and Printer Sharing" service bundle are UDP 137 (NetBIOS Name Service aka WINS), UDP 138 (NetBIOS Datagram Service), TCP 139 (NetBIOS Session Service) and TCP 445 (NetBIOS-over-TCP).
One thing to watch with these is that by default, if you enable "File and Printer Sharing" in the XP firewall, by default you get a "subnet-only" rule (a fact that the control panel doodad cleverly hides from you). To change this you have to edit the rule, and then check "Change scope" for all 4 of these ports so that your source system actually has permission.