Wiondows 8 Firewall Exceptions Not Working?

[Toxeia]

Just installed Subsonic on Windows 8. It didn't ask about installing exceptions in the firewall. I did it manually (for port 4040), but it still won't allow inbound connections. I've tried with the firewall off and it works, but I don't want to leave it off. I've messed with Microsoft's ISA firewall and recall it being a pain - and unfortunately the Windows 8 firewall is based on the same thing.

So can I get any help on the exceptions?