It depends upon what type of spyware protection it is. I know some spyware companies have joined forces with other AV companies but not sure which. Spyware programs don't normally act as firewalls per se.

Check this Configuring Norton Internet Security. Whatever you do, don't run XP firewall & norton firewall together. They clash resulting in less security, not more. It also causes LW problems so disable XP's firewall in the control panel.

If you still have a firewall problem it may be a NAT firewall within your router/modem. So enabling UPnP on the device will hopefully overcome that if this is the problem.