This may help...
Mac OSX 10.4 Tiger Firewall instructions
but if your OSX is at least 10.4 (Tiger), make sure you're logged in as a forum member BEFORE you click that link, not viewing the forum as a guest. On my system anyway, if you view that post as a guest then you can't view the animated step-by-step graphic instructions. And if you log in after the fact you still can't view them.

Note also that the first line of that post is another link that may help.

Still no love? ... if you have lots of time on your hands you might Search this Forum for "brick wall".

Good luck.