It really depend on your firewall configuration. This is far behind what we can help you. (unless you tell us what firewall/ network setup that you are using; there is really nothing we can do...)
I believe most of people here uses firewall. In fact, I personally had tried serveral firewalls myself. The setup are vary from one to the other.... There is no such click here and click there solution... ~~
I recommand you try the firewall help function and search on "port". It should be able to tell you how to forwarding/bypass/open the ports you want to get the max performance on your computer.
If you are currently using ZoneAlarm Pro, I might be able to help you. (since I am also using it) This is one of the most powerful firewalls that blocks any type of Torji horses. (the trade off is the high CUP/ memory useage while running ED/EM .. due to its core program, vsmon.exe)
Anyway, try the help function on your firewall. If you still can't solve it, please be more specific & I think there are a lots of people are willing to help you here. ^^
