No need for the sad face.. I apologize if I sounded as if I was giving out - I saw that you had Vista, and when you mentioned you had a Personal Firewall icon (we did have a PF icon for the version which pre-dates and is not compatible with Vista) I was surprised. Hence all my question marks.. that's just me being caught by surprise and being confuzzled. 🙂
So, it looks as if you have the 2008 versions of:
- Security Center
- VirusScan
- Personal Firewall
- AntiSpam (previously called SpamKiller)
- Privacy Service (now known as Parental Controls)
If you have the SecurityCenter open, click on the button that says "Network & Internet" (or somesuch... I don't have SC installed at the moment, so I cannot check the exact wording). Then in the box on the right, you should see a button/link to Configure. When you click that, a new screen opens. From there you are able to disable the firewall (possible for a quick check to see if the firewall is actually the cause of the problem) and also configure it. If you press F1 in the SecurityCenter (or click Help) you should get the built-in Help - you can then lookup the way to open ports and stuff.