Open System Preferences and select Sharing icon.
Select the Firewall tab/button; then check that the words "Firewall On" are displayed. The firewall is on by default in Mac OS X.
If you see the words, "Firewall Off," click the lock icon; enter the administrator password for your computer; and click the Start button to activate your computer's firewall.
From the Start menu, choose Control Panel. In the Control Panel, select Security Center. In the Security Center, select Windows Firewall.
Make sure the Windows Firewall is marked On (the recommended setting).
If it is not on, select that button to turn it On. You must be the administrator of your computer to change these firewall settings.