Vista Firewall Problems

My husband and I are trying to connect to internet games. I am running XP SP2 and connect fine. He is running Vista and has problems that appear to be firewall problems.

He gets stuck at connecting to host and if he does get in other players can't connect to him.

His windows firewall is not even on, but we have added the game and all ports it uses as exceptions.

I don't know what to do next. I'm afraid going into our router and adding port forwarding will not allow me to play correctly.

Game is original Civ 4 by the way, and we both have the most up to date versions.

I have gone into the windows firewall and added every port as an exception. I have even double checked the ports being used in Wireshark and opened any I found there and still stuck at "contacting host..."

I'm out of ideas...