OK so it depends if you have Category View, or Classic View switched on in
Control Panel.
If you have Category View
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Click the "Security Center" icon, on the newly loaded Form youll see at the
bottom "Manage Security Settings For", just click Windows Firewall.
If you have Classic View
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Just double click "Windows Firewall".
The below link gives you a little tutorial on how to add Exceptions and
Programs to the Windows Firewall:
