First off, you need to access Windows Firewall. Go to your Start Menu and then push on the Control Panel Button. Easy enough, right
If your Control Panel appears like the one in the above picture then it will be helpful to switch to "Classical View." To do this simply press the link that is inside the red square in the image.
Now that your Control Panel is in "Classical View" simply push the Windows Firewall Icon in the red sqaure in the above image.
Okay, now the above screen should pop up. This next step depends on your personal preferences. Me, personally, I have a different firewall I use (Norton) so I went ahead and disabled Windows Firewall. This is probably the most easiest way to get Empire at War playing, but it may not be the safest.
You could disable the firewall, play, and then re-enable. But many would consider this a hassle.
If you don't want to disable, then you will have to use "Exceptions". Push the "Exceptions" tag, in the red square, at the top of the window.
First the window to your left should appear. Push the "Add Program" button. Then the window to your right will appear. Go down the list of programs and select, "Play Star Wars Empire At War" and then push OK. Now that program should be added to your exceptions, now push OK in the left most window.
Exceptions are not full proof. I would recommend you check the box called "Display a Notification when Windows Firewall blocks a program". This means that even if the exception we just made doesnt work, that Windows Firewall will make a pop-up appear when Empire at War tries to make a LAN game.
When/If this pop-up appears just push the button saying allow access to the network.
Now, Windows Firewall should be completely setup and ready to work.
If you have anymore questions about this guide, please post them here. Next time I will add steps on how to get a network itself up and running.