Eran,
When you say "the report was empty", did the report contain information about the machines (like number of processors, processor speed, etc.), but did not have any performance data (% idle time, etc)?
Or was the report completely empty (no machines listed at all)?
It should be possible to do this if all of the appropriate ports are open as discussed in our Getting Started Guide. One thing to keep in mind, in order to successfully collect performance data, it's necessary to make sure the machine running MAPS is part of the same AD forest as the machines you're collecting the data from. (this is not true for the inventory-only scenarios, only true for perf metrics gathering).
Thanks,
Jay