You mentioned Norton Firewall. I assume you have Norton Internet Security or AV. Thts your problem right there bro. Symantec programs are not fit to be wiped on my backside.
Get Rid of Norton and everything to do with it off of your PC> get AVG.
www.free.grisoft.com
Doesnt cost a cent and it is THE BEST AV available.
Chances are Norton has allready screwed your PC over so youll probably have to reinstall it.
Also you need to check in the Windows Firewall exceptions to see if you have "allowed or unblocked" the game. Even if you are not using the Windows firewall it STILL must have an exception for the program.
Check SP2 is running ok, (assuming you have Windows XP ,SP2 is a must).
In short Nortons is your problem, if you comleteyl remove it and still have problem, reinstall your PC...... Nortons is crap do not argue with me
