This issue is documented in Cisco bug ID CSCsb34758 .
When the connection is built to the server located on the Demilitarized Zone (DMZ) interface, the first connection does not go through even after the correct authentication.
For a workaround, close the first connection. This makes the susequent connections go through successfully.
As an alternative, upgrade to any of the latest versions. Refer to Software Download: Cisco PIX Security Appliance Software.