You could use ssh to tunnel through the firewall:

http://groups.google.ca/group/sage-devel/browse_thread/thread/936f563a4984a80/7b9b015c777fdb64

the only extra exposure you get then is that any person who can log in
to your machine, can execute code with the privileges that the sage
server runs with.

I use

ssh -X -L 8000:localhost:8000 server
server> sage
> notebook()

to run a personal notebook on "server". Thanks to the x forwarding, it
can even open the browser window automatically.
This could potentially be quite secure if the server process does not
accept any further connections.

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