First, it helps to understand a little about firewalls. There are two kinds of firewall commonly used at home.

First, there's the firewall that may be built into your home router. This firewall is intended to keep malicious software and people out on the Internet from gaining access to computers inside your house.

Then, there's the firewall software that may be running on your home PC or Mac. This type of firewall is intended to keep malicious parties from gaining access to that particular computer.

Both types of firewalls are designed, generally speaking, to prevent incoming connections. For the home router, it prevents connections from the Internet from coming into the network inside your home. For the computer-based firewall, it prevents connections from being made to software running on that computer. Firewalls typically don't interfere with outgoing connections, since those connections are coming from the protected side of the wall, and are therefore considered safe.

In order to do software updates and play Internet radio, your SoundBridge needs to make an outgoing connection to a computer on the Internet and retrieve data, but it does not need to receive an incoming connection. Therefore, no ports need to be opened in your home firewall.

In order to play music from your home computer (running iTunes, WMC, Rhapsody or the like), the SoundBridge needs to make a connection to the computer to request the song data. Since (from the computer's perspective) this is an incoming connection, you may need to open one or more ports in your computer's firewall software.

The particulars of opening ports in your computer's firewall are different for the different firewall products out there. Please refer to the user's guide for the firewall software you're using.

Specifics of the ports needed for WMC are here:

For iTunes, you need to open port 3689 for TCP and port 5353 for UDP.