How do I setup the windows firewall settings?

1. Click Start, click Run, type wscui.cpl in the Open box, and then click OK.
2. Click Windows Firewall.
   
3. In the Add a Program dialog box, either select the player from the list that appears, or click Browse to locate your player.
   
4. In the Add a Program dialog box, either select the program from the list that appears, or click Browse to locate your program.
5. After you select your program, click OK.
6. On the Exceptions tab, make sure that the check box next to your program is selected, and then click OK.

Please click the link below to view the detailed settings.
http://support.microsoft.com/kb/842242/en-us