http://blogs.oracle.com/jmxetc/entry/troubleshooting_connection_problems_in_jconsole
If you are trying to access a server which is behind a NAT - you will most probably have to start your server with the option
-Djava.rmi.server.hostname=<public/NAT address>
so that the RMI stubs sent to the client contain the server's public address allowing it to be reached by the clients from the outside.