your in the server thread, so judged on your question i am guessing your in the wrong thread.... therefor i assume you speak about installing the new Avast 5 suite with the internet security (firewall)
so to answer your question shortly
a firewall does what it is designed to do when it is installed for the first time, it will block traffic that is not allowed to flow... so you can start the installation remotely, but you will be blocked access (after rebooting the system to finish the installation) after complete installation until you allow the traffic to flow