[From MSDN Blogs
Weve long recommended that customers use the Windows Firewall to protect SQL Server installations. Starting with Windows XP/SP2, and continuing with Windows Vista, the firewall has been enabled by default on Windows client operating systems. Windows Server 2008 marks the first time this protection has been extended to a Windows Server OS.
For those of you migrating from Windows Server 2003 or earlier to Windows Server 2008, if you have not previously heeded the advice to enable the firewall, you may be surprised by connectivity failures caused by the firewall (for any version of SQL) and you will need to take action to enable the connectivity you want.
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