Configuring Windows Firewall

Checking for Windows XP Firewall

To see if you're running Windows Firewall:

1. Click on the Windows Start button, and select Control Panel. The Control panel window will appear.
2. Click on the Security Center link. The Security Center will appear.
3. If the Firewall header says ON, you are running Windows Firewall.

Configuring Windows XP Firewall

If you're running Windows Firewall and having connection problems in Firefox:

1. Click on the Windows Start button, and select Control Panel. The Control panel window will appear.
2. Click on the Security Center link. The Security Center will appear.
3. If the Firewall header says ON, you are running Windows Firewall.
4. Ensure that Don't allow exceptions is not selected.
5. Click to select the Exceptions tab.
6. Find Mozilla Firefox (or firefox.exe) in the list of programs. If it is there, click to select it. If not, skip the next step.
7. With Mozilla Firefox selected, click the Delete button. Confirm that you want to delete the entry.
8. Click the Add Program... button.
9. In the Add a Program window, click the Browse... button.
10. Navigate to the Firefox program directory (e.g. C:\Program Files\Mozilla Firefox\) and double-click on firefox.exe.
11. Click the OK button to close the Add a Program window.
12. Click the OK button to close the Windows Firewall Settings window.

Source:- http://support.mozilla.com/en-US/kb/Configuring+Windows+Firewall