how to unblock a port

I am using a third party software for my Windows XP, but the problem with this program is that my firewall is blocking its port. I don't know how to unblock that port??? Does anyone know how to solve this problem....!

Here is the article given by Microsoft on it just have the look on the link given bellow :

How to open a port

To manually open a port, follow these steps :

1. Click Start, and then click My Network Places.
   
   
2. Under Network Tasks, click View Network Connections. (Or, right-click My Network Places on the desktop, and then click Properties.)
   
   
3. Right-click the connection that you use for the Internet, and then click Properties.
   
   
4. Click the Advanced tab, and then click Settings.
   
   • Note If the Settings button is unavailable, ICF is not enabled on this connection, and you do not have to open any ports (because they are all already open).
   
   
   
5. Click Add to open a new port.
   
   
6. In the Description box, type a friendly name. For example, type File Sharing : Port 445.
   
   
7. In the Name or IP address of the computer hosting this service on your network box, type 127.0.0.1.
   
   • Note You can specify the IP address of an internal computer. But you typically will use 127.0.0.1.
   
   
   
8. In the External port and Internal port boxes, type the port number. Generally, this number is the same.
   
   
9. Click either TCP or UDP, and then click OK.
   
   
10. Repeat steps 1 through 9 for each port that you want to open.

Windows Firewall Information :

• Open Windows Firewall.
  
  
• Click the Exceptions tab, and de-select the "Don't Allow Exceptions" radio-button.
  
  
• Click Add Port to display the Add a Port dialog box.
  
  
• Enter port number "5900" or whatever port you've got VNC on that PC to listen on.
  
  
• Select the TCP protocol.
  
  
• In the Name field, type "VNC".
  
  
• Click Change Scope to view or to set the scope for the port exception, and then click OK.
  
  
• Click OK to close the Add a Port dialog box.