How have you configured the ICMP service; is it like this:
Enabled and allowed; from any; to any
If yes, you would not get any response.
Depending on which machine you wish to respond to ICMP echo packets you should configure the service as:
Enabled and allowed; from any OR Specific-ip-subnet-or-ip; to external-ip->internal-ip-of
-machine
See article below on adding static NAT:
http://watchguard.custhelp.com/app/answers/detail/a_id/1295/kw/adding%20static%20NAT/session/L3NpZC9MVUVNX2k4aw%3D%3DThank you.