As lead up questions, are you only using Windows 7 firewall or a 3rd party firewall? Are you using more than one firewall?

Did you set the firewall rule to public or private or ...

I'm not sure about Vista but Windows 7's firewall is somewhat customisable. But needs public and maybe in and out rules if the default rules are not working properly. You can use the Advanced section of the firewall for more options. You will see both inbound and outbound rules options. You could potentially set rules for both, though usually this is not necessary. I suspect you have not set your firewall rules to public. In any case, you can click on the rules to review what they do to make sure they are correct.

OldDeath or someone else will know the answer I am sure.