With ESXi 5.0 you dont have to worry about having persistent custom rules for Firewall on ESXi server.
With the following two steps you can make that happen.
1. Copy the newly defined service.xml file onto persistent storage (such as /store/), or onto a VMFS volume (/vmfs/volumes/volume/).
# cp /etc/vmware/firewall/service.xml location-of-xml
Note: A VMFS volume can be stored in a single location and copied to multiple hosts.
2. Add these lines to the/etc/rc.local file on the host:
cp location-of-xml-file /etc/vmware/firewall
esxcli network firewall refresh
Note: Where location-of-xml file is the location to which the file was copied.
For more information check out KB 2008226.