Disabled firewall to download a program, still says firewall is active

[JTiGER]

So I disabled my firewall to run a program (Don't worry, its safe) but for some reason when I try to run the .exe, I get an error stating that it was "blocked by firewall". Can anyone think of a reason for this? Is there any other firewall I would need to disable (like the router) and if so how?

 

[Rhinofart]

Is the Firewall disabled for all profiles in windows? (Home Network, Public, Work)
What is the program, and what ports does it need? I would find that stuff out, and just do the port forwarding rather than disabling your entire firewall.

 

[boosted1g]

Also you may have more then one firewall program running, windows comes with one but you may have installed another. Usually good firewalls's will dissable windows firewall but some of the offbeat ones may not.