A quote from microsoft about SP2 firewall and program deployment:
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The best way to resolve firewall blocking issues is to modify programs to work with stateful filtering firewalls.
Article ID : 875357
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but if you have to use Group Policy Objects, then...
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Article ID : 875357
http://download.microsoft.com/download/6/8/a/68a81446-cd73-4a61-8665-8a67781ac4e8/wf_xpsp2.docConfiguring Windows Firewall Group Policy
Contact your network administrator to determine if a Group Policy setting prevents programs and scenarios from running in a corporate environment.
Windows Firewall Group Policy settings are located in the following Group Policy Object Editor snap-in paths: • Computer Configuration/Administrative Templates/Network/Network Connections/Windows Firewall
• Computer Configuration/Administrative Templates/Network/Network Connections/Windows Firewall/ Domain Profile
• Computer Configuration/Administrative Templates/Network/Network Connections/Windows Firewall/ Standard Profile
From these locations, you can configure the following Group Policy settings: •
• Windows Firewall: Allow file and print sharing exception
