Isn't it the "connection sharing" option where you add the ports in your pictures Gorin?
In Win7 it would take another way (Control Panel -> Windows Firewall -> Advanced Settings -> add it there
OR much better way to disable the whole thing (firewall rather not needed if your are behind a router)
(sorry, pics too tiny and wrong language for me

and not been on vista for a long time..)
//EDIT:
friend of mine had the problem with "NexusBF Master server unavailable" windows before game starts. port forwarding in his router was fine (did a portscan), no software-firewalls were activated, but error didn't vanish..
Your solution through connection sharing was the only option - don't know why, don't even have a small thought.. but it helped! thanks for that
