Yes you can, but depending upon which firewall you use, you
might have to set the rules in it to allow for your app to run.
With McAfee's Firewall, I had to redo this each time I ran a new
build (but only the first time after I compiled).
That may not have been necessary, but I never found it to be
much of a nuisance, so I never looked in to it further.
Also, make sure if your socket isn't connecting there isn't a
McAfee window buried behind another window waiting for you to say
it is ok to open the socket (or the port the socket is on). Hope