Open the control panel and select the Security Centre.

Select Manage Security Setting for the Windows Firewall.
Select the Exceptions Tab and then click Add Program.
Select Browse - this should open your Program Files directory. From here open the Yuuguu directory. Note if your Yuuguu directory is in a different place, you will need to navigate to that location. It is possible, it has been installed in Documents and Settings\User Name\Application Data.
Select Yuuguu.exe and click Open. If Yuuguu.exe isn't present then you are running an older client. For more instructions, click here.
Yuuguu.exe will now have been added to your Firewall exception list. Click OK to finish.