Windows Firewall message about Internet Explorer

[KiteRunner]

I'm on Windows Vista, and when I opened Internet Explorer just now, a "Windows Security Alert" message has come up saying, "Windows Firewall has blocked some features of this program.
Windows Firewall has blocked this program from accepting incoming network connections. If you unblock this program, it will be unblocked on all private networks that you connect to. What are the risks of unblocking a program?
Name: Internet Explorer
Publisher: Microsoft Corporation
Path: C:\program files\internet explorer\iexplore.exe
Network location: Private network
What are network locations?

(the bits in blue are hyperlinks to "help" but when I click on them, it says no help is available!)

There are two buttons at the bottom - "Keep blocking" and "Unblock". The message won't go away unless I pick one, but which should I pick? Surely Windows Firewall should trust Internet Explorer? I don't understand what's going on here, can anyone explain, please?

[dave pusey]

Internet Explorer doesnt need incoming network connections, so I would suggest leaving it blocked. Would be better that way.

[KiteRunner]

Thanks, Dave. I'll try that. I wonder why it suddenly came up? I didn't even know I had Windows Firewall switched on because I think I've got a firewall from Virgin Media as well (included in PC Guard).

[dave pusey]

Windows firewall is on as default in xp and vista.

[KiteRunner]

Yeah, I just thought I had turned it off when I installed PC Guard. Never mind. I've turned it (Windows Firewall) off now as it said two firewalls might conflict with each other?

[Britec]

If your running vista try downloading Comodo Firewall its a real good firewall and its free.

Kite with comodo it will tell you what is trying to connect to your machine, this way you have more control on what connects and what you dont want to connect. It may well be a program that is trying to update and this is why its probing for a open port. If you want the update to come in just allow, if its something that you dont know what it is then you need to check to find out what is trying to enter your pc.

[KiteRunner]

Thanks, Brian, but like I said, I already have a firewall included in PC Guard which comes with our broadband service. It said on the details that the program that was trying to accepting incoming network connections was Internet Explorer, which is why I'm confused. Also I don't understand the bit about "private network", any idea what that means, please?

[cool breeze]

Firewall has been a problem in Vista since day one. Hence why alot of people have gone back to XP.

The problem may also be fixed when SP2 for vista comes out, i think it's due out in April, at the moment it's still in testing