c&c Generals fire wall

i bought generals today evry time i try to connect to agame and when the game about to start i get moved back to the lobby and a message says you or one of the players has firewaal proplem see ea .com for inf ididnt fin any help there can any one help me plz

 

Allow full access to the game through your firewall's settings...

What firewall do you use?

 

the normal windows one didnt install any