Firewalls by Various Authors - Penny, Digitaldan, The Dark Lord (Ubi Soft / Map Base Forums)

Firewalls are sometimes a problem with multiplayer games on LANs. This is how to turn it "on" or "off."
To enable or disable Internet Connection Firewall

Open Network Connections

Click the Dial-up, LAN or High-Speed Internet connection that you want to protect, and then, under Network Tasks, click Change settings of this connection.

On the Advanced tab, under Internet Connection Firewall, select one of the following:

To enable Internet Connection Firewall (ICF), select the Protect my computer and network by limiting or preventing access to this computer from the Internet check box.

To disable Internet Connection Firewall, clear the Protect my computer and network by limiting or preventing access to this computer from the Internet check box.
Notes

To open Network Connections, click Start, click Control Panel, and then double-click Network Connections.

You must be logged on as an administrator or a member of the Administrators group in order to complete this procedure. If your computer is connected to a network, network policy settings may also prevent you from completing this procedure.

If you clear the Protect my computer and network by limiting or preventing access to this computer from the Internet check box, the firewall on your computer is disabled, and your network is vulnerable to intrusions.

XP firewall needs to be disabled to play S4 online,it is possible to configure it to play,but its easier to just disable it.