I've used these steps to get CheckPoint working in the past:
http://knowledgebase.solarwinds.com/kb/questions/3158/Integrating+Check+Point+with+SolarWinds+LEM
So, it appears that you have the Opsec Application setup correctly based on the screenshots. Did you set the one-time password in the Communication screen under the Opsec Application? What is the Trust State when you initialize the application?