You will need to open a hole in the firewall for the ports used by pcAnywhere. The default pcAnywhere port numbers are 5631 (DataPort or TCP) and 5632(StatusPort or UDP).
Try adding the following lines (replacing XXXs with the correct IP numbers):
conduit permit tcp host XXX.XXX.XXX.XXXX eq 5631 any
conduit permit UDP host xxx.xxx.xxx.xxx eq 5632 any