Battle.net

[Wyrm]

A Firewall will be either software or hardware based. If it's hardware, then I don't have a clue, I've never worked with one of those and don't want to speculate. If it's software based, as most are, then it's either run by an external program (ie Norton Internet Security/Firewall) and you can change the settings by using the supplied software, otherwise it's probably a Windows Firewall (which I doubt since I have that active and still get on) and you can change the settings for it in the control panel -> network settings.