What download are you talking about?
If this is the automatic upgrade version download, I can imagine that this
might be necessary, but have no first-hand experience.
It is possible that your firewall has an exception built-in for Norton, but
doesn't recognize the beta program. Rather than disabling the firewall, I
would recommend either enabling the specific program modules involved, or
just downloading directly from Microsoft's site yourself--there's only one
form of download--the same thing is downloaded regardless of the route you
take.