Firewall not letting programs connect

I bought a new laptop with windows vista. I had windows XP before and
every program I had worked fine once I opened the ports the program
needed.

But now, even when I open their ports, I still have problems using some
programs because they simply don't connect to the internet, so I assume
it's not a problem with these programs, but something related to windows
vista or firewall. I'm not sure.

I have Kaspersky antivirus and the windows vista firewall turned on.
Should I turn it off? Because the windows firewall has never really
allowed me to open ports or add exclusions for programs. Because I
always have to go directly to the router to open the port. It doesn't
matter if I open ports on the windows firewall. Programs don't connect
correctly unless I open the ports directly on the router.

So, even though I have opened ports both on router and windows
firewall, I still can't make the programs work. Is this something to do
with the firewall? If so, what can I do to try to make the programs
work? These are some of the programs I can't use correctly:

Limewire: can't connect to the net
Tweetdeck: Says i'm behind a firewall
Twhirl: Never connects to the internet

I went to the specific support page of these programs, the 3 of them,
but I can't seem to find a solution, so this is why I assume that maybe
it has something to do with windows vista firewall. Any suggestions or
thoughts about why this is happening? Does it have something to do with
the OS or the firewall? Thank you very much.


--
meldominguez