I am new here and I'd thought I would start out contributing instead of asking. So here is a little passage a wrote about configuring Windows Firewall, nothing special.
Open up command prompt.
If you don't have access to command prompt open up notepad and type in "command.com" (minus the quotes). Now click File > Save As and then type in batch.bat (Save it to your desktop) Now double click on batch.bat that is on your desktop and it should open up command prompt.
Now what you want to do is get Administrative privelages. So type in:
at (2 minutes before you are going to run the command) /interactive "cmd.exe"
So lets say its 6:35 PM, Type in this command.
at 6:37PM /interactive "cmd.exe"
This command will open up command prompt at 6:37 PM with Admin privelages.
Now for the actual command of configuring the firewall:
netsh firewall add portopening TCP <port number> <name of entry>
Obviously you substitute the port number and the name of entry to your own specifications.
This command is telling your firewall to except connections on the port you specify.
NOTE: This is only configuring the Windows Firewall. If your target computer is running another software firewall you have to be able to turn it off or this program will block the connection. Also, most routers have built in firewalls, so connect diretly to the internet with no router.
Other links about netsh:
http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/netsh.mspx?mfr=true
http://www.xmission.com/~comphope/netsh.htm
End.