Atomicorp

At first the autoinstaller would simply get stuck. The I found out that if you have not permitted the parallels host to connect through firewall it will simply get stuck. So if you ever come across that simply temporarilly disable your firewall or add the parallels license host to your rulesets !

Nope. Totally different case what I describe.
Outbound traffic is not blocked by the firewall.

Autoinstaller got stuck without posting any errors at all because it couldn't revieve connection from parallels back.

On the official documentation of plesk 10 parallels states from which host to allow connections to port 5224.

The bad thing is that autoinstaller will not generate any error. It will simply get stuck in the middle !

Any advice on how to add the ka.parallels.com port 5224 to the allow in the firewall?

Tricky one this. When the outbound connection happens, and is not blocked, the inbound connection should be allowed (state - established) by the firewall.