The easiest way is to open port 8443 on the firewall, or chenge the plesk port to one that is allowed through the firewall (like port 81). A port redirect at the server level will not work, because the packets still have to pass through the firewall.
Thanks uuallan I found now that I can change Plesk's port. I will change it from there. Unfortunately the other way is unfeasable as I am in clients' firewalls sometimes, which caused the problem. I'm real new to Plesk - always been with Cpanel.