Hope you are doing well.
Four years ago, I had an issue installing Enterprise Portal in a distributed environment mentioned in my blog post here.
The error is "An existing connection was forcibly closed by the remote host"
Fast forward to 2013, I'm helping a customer setup Enterprise Portal with SQL Server on a different box, and again hit the same error this time with SQL Server 2008 R2.
There's an article on technet about this error and troubleshooting http://technet.microsoft.com/en-us/library/ee355087(v=ax.50).aspx
And, in the above link we have 2 solutions one for SQL Server 2005 and SQL Server 2008. In my current scenario, I'm on SQL Server 2008 R2. So, if you are on SQL Server 2008, Navigate to the below link to download the AMO Objects required to be installed on the EP box
Hope the above link and screenshot will help someone out there troubleshooting EP Setup.