There are a couple of things you need to look at here, and I may need some more info from you.
Is your CMS up and running?
Are you running the web components on a separate physical machine from where your CMS is running? If so, is there a firewall between the two? If you have a firewall, there is a bunch of configuration that needs to be done to open a set of specific ports (NOT the default 6400!) in the firewall and set some of the BO XI servers to run on specific ports.
There is a section in the Administrator's guide on how to configure the system for a firewall. Also, I have our system set up with a firewall between the CMS and the web server, so I should be able to point you in the right direction.
-Dell