Main menu:
Windows 7
Go to start then control panel,
The new window will open click on or control panel items
The new window will open click on windows firewall
The new window will open to the top left click on allow the program or feature through windows fire wall
The new window will open and you will see the list of things with check marks that are allow through the windows firewall and things without check marks that are not allowed through the windows firewall,
So for instance if you have the program that is having problems reaching the Internet check this list to make sure it has a check mark, and programs you do not want to go on the Internet are unchecked.