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.
You will also need to do this if you wish UNC downloads to work. Simple File Sharing is also required to be turned off in order for remote installs to work.