Firewall cock blocking my local connection?

[Cream Soda]

I'm at my friend's house and I'm connected directly since I can't get his wireless working and the connection only works when I turn off my firewall (when I go to my connections folder it says that the connection is firewalled and when i turn it off, the connection works.) How can I keep my firewall on and let the connection bypass it?

[Shuemue]

Set a rule allowing all traffic on all protocols for 192.168.0.0-192.168.254.254