Enable the firewall within Plesk then add the needed rules to Windows Firewall (set the IP’s can connect on tcp/1433). Plesk does not have the ability to set the IP’s or IP range.

Resources
http://www.rackspace.com/knowledge_center/article/configuring-ms-sql-server-for-remote-access
http://www.rackspace.com/knowledge_center/article/creating-an-inbound-custom-allow-rule-for-windows-firewall-windows-2008