Audio connection problem

Hi,
When I want to make an audio connection with another person (we both run
firewalls) we both have to turn off the firewall until the connection is
established. Once the connection is established, we can both re-enable
firewalls without the connection failing.

How can we set the firewalls to accept the initial connection protocols?
I am using ver 6.0 and the other party uses 6.1. Both using XP Home.

Larry