I am running murmur on a test server on my work LAN. We have a sonicwall router/firewall here and I have the port for mumble/murmur forwarded to its IP address for both TCP and UDP. All of the firewall policies are also (most likely) configured properly as well, but I cannot connect to murmur from outside the LAN. I also have Teamspeak running on this server and that works fine from both inside and outside our network. We have set up the rules a couple times and have yet to get it to work. Could the problem be with murmur or mumble? I had a certified sonicwall administrator set up the rules the last time, so he should know what he is doing, even if I had missed something.
I use a double firewall and it works fine on 2wire, then linux Iptables based. Its doable, perhaps you do not have the correct port working? can you post your config?
I'm not familiar with sonicwall, so I can't comment on that particular solution, but in general mumble/murmur is very NAT friendly. A simple way to check if your rules are working is to simply telnet from a outside machine to the ip/port of murmur. If you get a connection then stuff should be working. If you can't then something is wrong with the rules somewhere.
funny enough I just tried that 10 minutes before reading your post and the connection was refused. Hmmm. Back to the firewall/NAT drawing board for me I guess.