Today we are looking into an AX 2009 install…
If you install AX 2009 on a server with the Firewall enabled the setup program will create a new firewall rule called Dynamics AX 5.0-[AXInstanceName]. This would be all good if it wasn’t for the fact that the rule was wrong 
The rule points to this path:
C:\Program Files\Microsoft Dynamics AX\50\Server\[AXInstanceName]\Bin\Ax32Serv
This should of course be:
C:\Program Files\Microsoft Dynamics AX\50\Server\[AXInstanceName]\Bin\Ax32Serv.exe
Change it and everything will work 
/Johan