So many people trust their firewall software, but what if the firewall software is preventing your other software from running properly?
Case in point: some older versions of Norton Personal Firewall will allow our software to access the Internet on a customer's machine after the user answers "yes" to the allow/deny dialog that pops up, but if our software is upgraded on that very same machine, Norton will not allow our software to access the Internet and does not even pop up the allow/deny dialog again. The customer things that our software has stopped working, when it's Norton blocking the connection.
Case in point: some firewalls will deny our software access to our own web sites (but allow access to more popular sites such as microsoft.com) without popping up any kind of dialog alerting customers to that fact, so again our software appears to be broken.
These kinds of problems just cause headaches for customers and waste our time trying to track them down and figure out workarounds. The process is especially difficult for customers who may not be as experienced with computers. Customers mistakenly think that they have to disable their firewall software in order to get our software to work on their machines, when it is only necessary to learn how to use it properly. We can only hope that the firewall software vendors make it easier for their customers to diagnose these kinds of problems (by providing proper feedback) and to fix them (by making the interface easier to understand).