Open the Firewall console (you may be prompted for your password) then select the Security icon on the left hand side, and then the Rules button - this will list the current rules. You can also go to the predetermined rules.

From within these screens you can the check the status of all of your rules. You can then select a rule and modify or delete it. You can also add new rules from this screen. If you are uncertain which rule(s) that may affect your problem, try to determine the name of the application that is involved, and look for addresses and ports that seems to be corresponding with your problem.

It is worth reviewing these rules periodically to make sure they are still required. You may also have to look into the rules in the Active content section from time to time.