With SiteMinder connected with Identity Manager there can not be a way to secure IDM's mgmt console unless it's via SiteMinder as well.
Background:
Identity Manager has an option to protect/secure it's management console natively, that is during installation. However, this needs to change when SiteMinder is protecting Identity Manager.
When Site Minder protecting Identity Manager you should:
1. Disable the administration management console security that is enabled in your management_console.war inside your application server.
2. Follow the instructions to enable the ra.xml and disable the FrameworkAuthFilter in web.xml - see configuration guide -> chapter 12.
3. Add a realm to SiteMinder for /iam/immanage and protect this realm via SiteMinder.