Solved - Problem connecting Mac using Check Point SecureClient

On a Mac (Snow Leopard) I was having issues using a Check Point Secure access. I kept getting "Gateway not responding | Connection failed". I had installed the latest software from Check Point (Check Point VPN-1 SecureClient NG with Application Intelligence - R56 HFA2 Build Number 015), but I was still having a problem.

A friend finally suggested that I try disabling NAT filtering in my modem.

This solved it!