Windows XP recent update, firewall settings changed

I'm using Windows Firewall on one machine and I saw it recently did an update. Now one of my internet programs is not able to connect, with a perfectly good connection, saying the firewall is blocking it. When I go to control panel and look at the firewall settings, it is saying that it is allowing the program in question access. How do I tell Windows Firewall to really allow this program?

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