If you are running SP2 and using the builtin Windows firewall, you may be able to change the registry or group policy settings to adjust the firewall. You can change the registry with Win32::TieRegistry. Googling for windows firewall registry turns up some useful-looking information, and Managing Windows with CFEngine and Perl looks like it might be useful too.

Unfortunately I haven't done this myself, so I don't have better advice to offer, but hopefully this points you in the right direction.

As others have said, doing this at the router may be a better idea if it is possible. Otherwise a savvy user could easily turn this off.

Good luck!