Connecting through firewall (weird problem)

Hello,
I'm having a very weird problem with JMX on a Linux server. I'm aware of the fact that the out-of-the-box JMX agent doesn't work with firewalls and I'm using a custom agent or rather I'm trying to. The problem is that JConsole/Custom Client fails to connect to the agent with a NoSuchObjectException.
The Server side code looks as follows
public class TestServer {
public static void main(String[] args) throws Exception {
System.setProperty("java.rmi.server.randomIDs", "true");
LocateRegistry.createRegistry(15003);
MBeanServer mbs = ManagementFactory.getPlatformMBeanServer();
JMXServiceURL serviceUrl = new JMXServiceURL(
"service:jmx:rmi://localhost:15002/jndi/rmi://localhost:15003/jmxrmi");
JMXConnectorServer connectorServer = JMXConnectorServerFactory
.newJMXConnectorServer(serviceUrl, null, mbs);
connectorServer.start();
Thread.sleep(Integer.MAX_VALUE);
The Client side code looks as following
public class TestClient {
public static void main(String[] args) throws Exception {
JMXServiceURL u = new JMXServiceURL(
"service:jmx:rmi:///jndi/rmi://ec2-67-202-2-113.z-2.compute-1.amazonaws.com:15002/jmxrmi");
JMXConnector c = JMXConnectorFactory.connect(u);
The Exception I'm getting is
Exception in thread "main" java.io.IOException: Failed to retrieve RMIServer stub: javax.naming.CommunicationException [Root exception is java.rmi.NoSuchObjectException: no such object in table]
     at javax.management.remote.rmi.RMIConnector.connect(Unknown Source)
     at javax.management.remote.JMXConnectorFactory.connect(Unknown Source)
     at javax.management.remote.JMXConnectorFactory.connect(Unknown Source)
     at foo.bar.TestClient.main(TestClient.java:12)
The Java version on the Server is
java version "1.6.0_02"
Java(TM) SE Runtime Environment (build 1.6.0_02-b05)
Java HotSpot(TM) Client VM (build 1.6.0_02-b05, mixed mode, sharing)

You were right. There was one more thing though which I figured out with Wireshark/Ethereal. The machines in Amazon's EC2 Network are running behind a NAT or something and I had to specify the external address with -Djava.rmi.server.hostname=BlaBlub.

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