How do i change Firewall settings?

I cannot get into yahoo games and i believe it to be my firewall settings.People have told me to hold down the ctrl key and that did not do the trick.I am at a lose for what to do.I have given up a few times but it is bugging me.I have been having to play games on msn which sucksHow do i change Firewall settings?
Click the start button, Control Panel, then Security Center-the multi colored shield. At bottom of page click the brick wall icon to turn off the firewall, it will open to a box that controls it. It will say Off-not recommended. I've turned mine off to get programs, but you need good secondary security.How do i change Firewall settings?
It really depends on which firewall you are using. I use Zone Alarm, and whenever something new (like a game) tries to access the 'net, it pops up a window asking if I want to allow it to do so. Once I click ';yes';, the game works. If your firewall does not do that, you will have to either open the control panel for your firewall and manually set it to allow that particular gaming service to access the 'net, or you will have to set it so that the firewall does not block whatever ports your game is using. Sometimes, like with World of Warcraft, the ';allow this game'; window pops up BEHIND the game window, so you might have to ';ALT-TAB'; to see the window, or minimize the game window.