there is a post describing how to enable/allow traceroute:
http://www.securepoint.de/support/topic.php?id=370
in english:
- log in to the Security Manager (SM)
- choose Firewall -> Services (Dienste)
- create a new group "tracert"
- find the service "icmp-time-exeeded" and rename it in "icmp-time-exeeded-related"
- create a new service "tracert": UDP, sourceport

65535, destinationport: 33434:33523
drag the following services into the group "tracert"
- tracert
- icmp-time-exeeded-related
- icmp-echo-reply
- icmp-echo-req
make a rule in: "Firewall -> Portfilter"
rule:
from: Internal_Network -> Interntet; group: "tracert"
should work
achim