If you have Norton Firewall 2005 the following should establish appropriate firewall rules...
Courtesy of Norton: How to scan for Internet-enabled programs and apply firewall rules using the interface:
Before running a program scan, it is a good idea to remove all existing program rules. This prevents an existing rule or dependency from accidentally blocking access to the internet. Follow the steps below to clear the program rules list, and then run a scan to repopulate the list.
To scan for Internet-enabled programs and apply firewall rules using the interface
1. Open Norton Internet Security or Norton Personal Firewall.
2. In the Norton Internet Security main window, in the left pane, click Status & Settings.
3. In the center pane, click Personal Firewall.
4. Click Configure.
5. On the following panel, click the Program Control tab.
6. Do one of the following:
* If the Manual Program Control list is empty, click Program Scan to look for programs that use the Internet.
* If the list is not empty, click one of the rules. On the keyboard, press Ctrl+A, then press Delete. Click OK. Click Program Scan as shown in the picture above.
7. On the Program Scan panel, check the box next to the hard drives or partitions that you want to scan for the Internet-enabled programs. Click Next.
8. When the Program Scan finishes, you see the following dialog box that lists all Internet-enabled programs that were found. Select the programs that you want to create firewall rules for. (Use the scroll bar to see more program names.)
* To select individual programs, check the box to the left of the program name. When you are done, click Finish.
* To have all of the programs configured with firewall rules, click Check All. A check mark automatically appears next to the programs. When you are done, click Finish.
9. All of the programs that you selected appear in the Program Control dialog box. In almost all cases, you do not need to modify the Internet Access or Category options. If you need to modify these options, click the triangle to the left of the option in the Internet Access column and select the change (in your case - make sure that Internet Explorer is set to "Permit All").