Windows built in firewall- setup- prerequisites- advice for first time turning on of firewall

I was wondering if anyone had any good tips or warnings about turning on the 'built in firewall' for Server 2008. It is presently off.  I have everything finished and configured ready to launch my website except a firewall.(my developer overlooked it, uh yeah big mistake!!) I am so scared and worried about turning it on so it does not mess anything up because things are running perfect this firewall is my last huge hurdle.  I do know that the most important thing is to make sure Remote Desktop Connection is turned on, so I do not lock myself out of the computer! (its hosted miles and miles away) **I have an Exchange server 2010 running on Server 2008 Standard**. I do have some *SQL database* where people type in info as well that I need stored. Will all these databases and Exchange have to be configured manually?  I have heard the firewall will usually pickup what needs to be allowed and not allowed. This is of course if the programs are Microsoft based, making an easier configuration. Is this true? I am so unsure. I just cannot find any real specifics on typical configurations. ( I do know every server is different but I just need some real expert opinions)  I have been reading up on the firewall issues but I wanted to give the experts here a chance to help a hardware guy out. This is a family website that will hopefully get us back on our feet, all opinions are welcome. My family really needs to launch this site.
jeffmeverettAsked:
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David Johnson, CD, MVPOwnerCommented:
You should always have the firewall turned on. Sql Server doesn't need to access or be accessed by any other computer but it could be located on another computer and you then have to configure the firewall AND Sql Server to allow tcpip access.

If you are on a highly desirable site, then your machine may already be owned with having the firewall off for so long. The rule these days is always have the firewall on, and then only open ports as needed.

You should not have your web server, sql database and exchange running on the same server, and you should always have 2 or more domain controllers.

Since you have RDP open to the world I hope you've installed the latest string of updates as RDP was one of the vulnerabilities and proof of concept code is in the wild
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jeffmeverettAuthor Commented:
The response has a great deal of things to take a look at and make sure are configured properly. Being as 'green' as I am to the firewall configurations, I would have loved  step by step instructions. Since this question could have been answered so many different way I feel this is an acceptable solution for only having a limited description by me. Thanks for all your help. I will do my best to improve my descriptions in future questions.
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Windows Server 2008

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