This is not Mac OS X Server, it's Mac OS X Snow Leopard regular running on a Mac Pro.
I have the nginx web server installed out there. Every time I shut it down and restart it, I can no longer access the remote machine on the web. When I drive in to the office, sure enough, that window asking me if I want that service to accept incoming connections has popped up.
Is there some way to enable programs in the Application Layer Firewall from the command line?