As he said it depends on your router, I just turned my firewall in the router completely off. It was preventing me from hosting a ftp, from hosting games on wc3 / sc and shit like that and my dumb ass tech support couldnt figure out how to open cerain ports, so off it went.
Seriously my tech support is full of a bunch of ignorant shit heads some CEO just pulled off the street, and threw in a basement with a phone and said "Work for your supper," My cat knows more than them. But that's off topic I just felt like letting off some steam.
But yeah just go in options and fiddle around in there and you should find some kind of firewall settings.

Maybe tonight we'll fly so far away... We'll be lost before the dawn...