Answer
Basically, you will need to open (Add Exclusions) File and Print Services ports; these ports are TCP 139, TCP 445, UDP 137, and UDP 138.
Windows XP SP2 firewall comes with a File and Print Services check box. This check box opens all ports.
For Windows XP (pre-SP2) Firewall, you have to add port numbers manually.
Enabling TCP 139 and TCP 445 is usually enough to allow the installation of the Altiris Agent from the Notification Server Console.