I've already tried. Set the ports to block manually, didn't work. Set the ports to allow through. didn't work either. I personally checked at the shields up site. For eg. i set the the internet security to high. Then allowed port 139. But at Shields up, port 139 is still in stealth.
But when i lower to medium, which seems all open, i can get the ports to show up as open.
So, i'm trying BlackIce now.