You may or may not be able to do anything about it. If it's a software firewall on your computer (like Win 2003 Firewall or Norton), then you just have to tell the software firewall to allow CoX to connect through it.
If you're at work or school, sitting behind a corporate firewall, there's probably not much you can do. You'd have to get your IT admin to open up the proper port to allow a connection. They don't like doing that... 
Most "home" firewalls won't be a problem, things like kerio and norton will just ask if it's ok to connect to the coh servers.. the windows firewall might need a port opened but i don't think so because you're initiating the communication yourself.
The firewall on my router didn't make any problems either.
If you want help you might want to tell us the name and type of the firewall and what symptons you have.
You also might want to close this thread and as again in the tech forums.
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I was wondering if anybody's posted a guide to playing CoX through a firewall... sitting behind one now and really hankering for my daily dose of the game 
[/ QUOTE ] If it is a home firewall then the odds are that this site Portforward.com has a step by step illustrated guide, just choose your firewall and then click city of heroes in the list of games that comes up.
If it is a school/works firewall you might try googling the word sockscap but its not an easy process and could end up getting you in trouble with your firewall administrators (oh and requires you to have admin access on a shell box somewhere out in the net).
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The windows firewall might need a port opened but i don't think so because you're initiating the communication yourself.
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Well actually I had a problem with windows firewall, sometimes it took me 20 minutes to log to the game, it was checking an update that long until I've added the game to the exception list. Now it takes 1 second.
any ideas on how to configure avg firewall to allow CoV to play?
I was wondering if anybody's posted a guide to playing CoX through a firewall... sitting behind one now and really hankering for my daily dose of the game