Allowing program to connect to ports without firewall interruption

"Firewall and anti-attack software (e.g., McAfee Host Intrusion Prevention) will not allow remote debugger connections. Please disable or add an exclusion for your program."

Does anyone know where to add the exclusion? I am not very familiar with windows and mcafee firewall. I have McFee Security Scan Plus installed.  Where can i add an exception for my program that would like to connect via port 8000.

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Control Panel\Windows Firewall\Advanced Settings (on the upper left)\Inbound Rules (on the upper left)

Then choose "New Rule" (on the upper right)

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If your port needs UDP instead of TCP, then make that switch.
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