Microsoft Knowledge Base Article 875357 contains the following summary and introduction:
SUMMARYMicrosoft Windows XP Service Pack 2 (SP2) includes Microsoft Windows Firewall, the updated firewall software that replaces Internet Connection Firewall (ICF). If Microsoft Windows Firewall is blocking a port that is used by a service or by a program, you can configure the Windows Firewall to create an exception. Windows Firewall may be blocking a program or a service if the following conditions are true:
• Programs do not respond to a client's request.
• Client programs do not receive data from the server.
A Windows Firewall Security Alert may notify you that Windows Firewall is blocking a particular program. When this scenario occurs, you may unblock
the program by selecting Unblock this program in the Security Alert dialog box. To help determine which programs and ports are being blocked,
you can configure Windows Firewall to log dropped packets. With Windows Firewall Netsh Helper, you can configure Windows Firewall and
Windows Firewall logging at the command prompt. Program compatibility may not always be the issue. Group Policy settings can also prevent programs
from running. Windows XP Service Pack 2 (SP2) includes several utilities that you can use to troubleshoot Windows Firewall issues.