Connection Manager - getting through Firewall

We are running SA 2011 Pro. Our SA data file resides on a Win7 computer. I am accessing via Connection Manager from another Win7 computer through MS Network. I can see the file, select the file but the system stops responding trying to access. Works fine if I turn off Windows Firewall. Is there ports or does a new rule need to be created.  Help is so much appreciated.

Linda