Games : How do I add Minecraft as a firewall exception?

I cannot play LAN on Minecraft as the game I am trying to join does not appear on the list.

The other person can see my game, but is unable to join as they receive a timed out error.

If I turn the firewall off, it works fine. In the firewall, when Minecraft is set to either public or private, it does not work.

When the person I want to play with (or he wants to play with me), I cannot visibly see any LAN games on my multi-player screen. The other person can see my lan game that I try hosting, but when he clicks on it, it sits on the connecting to server screen for several minutes before a connection timed out error occurs on his computer. How can I make it so that we can play together, but I don't have to shut down the firewall?