Harry, do you have a second firewall, as part of a anti virus package ?.
If yes, you need to allow full internet access though that as well for HW, plus open the ports on it.
It might also be worth turning OFF your windows firewall and only using your AV one, as I have done for years without any problems. I have been told by many people the windows firewall is, well, not very good !....I think someone else had a problem like this with windows firewall not allowing connection, when they turned it off and used the AV firewall instead, all was good. I believe it is recommened to NOT use two firewalls, but I could be wrong about that.
If your windows firewall is the only one on your machine, then please dis-regard this post.