even though you have one internet connection (ethernet, modem line), 'net traffice comes and goes via many 'ports.' HTTP, FTP, sending and receiving email, software updates, et al., all use various ports. Firewalls at their simplest block ports, thus preventing traffic coming and going. If your firewall is on, it's most likely blocking the needed file sharing ports. However, if the 'personal file sharing' box is checked in the 'Sharing' panel, it should open any needed ports and allow it through the firewall (evidenced by what you see if you click the 'Firewall' tab).