Pretty much - you'll need to enable X forwarding when you connect to the server too ("ssh -X <machine>"). If you're logging in as a regular user and elevating your privileges with sudo to run system-config-firewall, you might also need to edit /etc/sudoers to make your regular user's DISPLAY and XAUTHORITY environment variables available to the root user's shell (and possibly details of the ConsoleKit session too, I don't know Red Hat well enough to know for sure):
Code:
Defaults env_keep += "DISPLAY XAUTHORITY"
Defaults env_keep += "XDG_SESSION_COOKIE"
