Im not sure if you had a firewall like blackice etc or just using the windows XP firewall, if you were using a 3rd party app like blackice etc then your windows firewall will probably have been set to work along side your 3rd party firewall, if that was the case check the windows firewall, if the game has been blocked just allow it.
OR
Use the firewall to allow the game, just add them into the firewall settings, hopefully that will help there
