When you say you have allowed "any", how did you do that? If you did this by allowing IP, then you may need to also allow ESP or AH, depending on the connection type and protocols in use by the Checkpoint client.
Probably ESP will be needed, which is protocol 50.
Which direction did you allow the traffic?
ICMP and telnet will pass if you allow IP.
As a troubleshooting step, you can also debug the firewall's outside interface and see what type of traffic is coming and going to/from the client and the other end.
Let me know if this helps.