Are you using Windows XP? It has a built in firewall, that I believe is
activated in the SP2 update, maybe earlier. I don't use it, but any
firewall you use is probably installed with an icon on your taskbar. If
you click on it and open your firewall there should be a tab or menu to
show you which programs are blocked, and "Help" on the toolbar should
tell you how to change that list.
bj