If u have Windows XP turn of the XP firewall. I have Zone and i never really had to do that. If u do need to open ports it is in hear let me look. O ok hear we go it is OPen up zone then click on Firewall>then you see those tabs which say Main, Zones, and Expert. CLick on Main and then Internet Zone Secuirty, Then Click on Custom settings in that place which is on the right corner of the window. You should see the settings and scroll down and it is straight forward after that. But BEFORE YOU DO THIS TRY THE XP FIREWALL OF FIRST!!!!!!!!!!!!!!!!
I HOPE THIS HELPS!!!!!