Thats why I'm having you go to the network and sharing center to see if it was already checked. In order to add an exception to the firewall would be to click on the change settings button to allow the "allow another program" button to become active. But I don't know if it will be listed in there. Windows firewall should allow network connectivity by default.
Try this. Go back into windows firewall and on the left hand side click on restore defaults and see if that fixes it.