It may be important as to what type of network your current connection is set to. When Windows 7 sees a new network initially it asks if its a Public, Home or Work network and applies different rules accordingly.
Go to Network and Sharing Center, what type of network is listed below your active network? If its not Home or Work, change it to be so. If that doesn't help, then click on Windows Firewall, then the Restore Defaults link.