We're working on removing the need of ICMP support.
As Ichabod said, it's not only an issue on Vista using Windows Firewall, it's an issue for all firewalls/routers blocking icmp packets.
For instance, on XP SP2 using Windows Firewall, go to Control Panel / Security Center / Manage security Settings for Windows Firewall / Advanced / ICMP Settings. Make sure that "Allow incoming echo request" is enabled (afaik you don't need more).