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Create an exception for SQL Server 2005 in Windows Firewall
To create an exception for SQL Server 2005 in Windows Firewall, follow these steps:1. In Windows Firewall, click the Exceptions tab, and then click Add Program.
2. In the Add a Program window, click Browse.
3. Click the C:\Program Files\Microsoft SQL Server\MSSQL.1\MSSQL\Binn\sqlservr.exe executable program, click Open, and then click OK.

Note The path may be different depending on where SQL Server 2005 is installed. MSSQL.1 is a placeholder for the instance ID that you obtained in step 3 of the previous procedure.
4. Repeat steps 1 through 3 for each instance of SQL Server 2005 that needs an exception.