Keep in mind that Vista has 2 kinds of firewall windows. A simple one and an advanced one. I do not know what liberties are required for online SH3, but the simple firewall window can only provide access for a specific program, or open a specific TCP port or a specific UDP port. But not combine those at the same time to open a specific port for a specific protocol for a specific program. Which would be the safest and proper way to set up rules. Only the advanced firewall can make customized rules. Just keep the default settings if you don't know what to enter there. But if somebody can tell which ports are required I could walk you through it.
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