And are you connecting to the WI on http (80) or https (443)? If you are connecting on 443, are you able to install SG too? I would recommend it if you can.
In the WI setup, try configuring the server within the Server Farm settings, make sure the XML Service Port is set to 8080, and HTTP transport type. As before, try using the IP address of the Citrix servers instead of the FQDN.
I've written an article on installing WI and SG on my website (apologies in advance if external linking isn't allowed), maybe there is something to help you there -
http://www.leeosborne.co.uk/wp/how-to-install-and-configure-citrix-web-interface-5-3-and-secure-gateway-3-2-part-1/