I would definitely *not* recommend running 3rd-party apps on the security server. It isn't a "standard" server and never will be, no matter how much tweaking you do. Trying to do too much will invariably break the licensing component and that'll cause serious issues with EBS since it is designed to check licensing and operate in a cohesive coordinated unit.
With that said, the configuration is trying to take your Cisco firewall IP because that is the IP you provided during the preparation and planning wizard phase. That data is now stored in AD and cannot be changed "mid-install." That is a decision you'd have wanted to make much earlier in the process.
Now you have two choices. You can rerun the Prep&Plan wizard and restart the install process (management server and all) ...which would be messy....
Or.
You can unplug the Cisco temporarily (or take other steps so the security server doesn't see it and will finish its install), complete the messaging server install, and then run the "change IP address" wizard that is on the security server. That will let you give the security server a new IP address more consistent with how you want to deploy it, update that info in Active Directory (for future drop-in replacement installs), and let you hook up the Cisco router again without there being an IP conflict. This would be the path I'd recommend, as it is going to be more stable long-term and keeps AD in a consistent state.