EXE not running on windows XP ( neither on sp1 or sp2)

i have been working with an exe which talks to a client (which can be the

same machine or a different machine with different IP address). in this

client server talk i also configured the ports on firewall exception list.

but the EXE doesnt run at all until the firewall is on.

however just to confirm that the exe works well, i have time and again

checked it on window 2000 and 2003 where it works well and good.

please advise wat can be done.