ADD WINDOWS FIREWALL EXCEPTION - SQL SERVER TCP PORT

Note the Sql Server port no.
Start-> Programs-> Microsoft SQL Server 2008 -> Configuration Tools ->SQL Server Configuration Manager

FROM THE TREE VIEW - SELECT Sql Server Network Configuration -> Protocols for 'SQLEXPRESS'
SELECT TCP/IP FROM THE RIGHT PANE
RIGHT CLICK -> PROPERTIES -> IP Address Tab - Note the Dynamic port No

TO ADD EXCEPTION TO WINDOWS FIREWALL
Settings -> Control panel - > Windows Firewall -> Choose Exceptions Tab
Add Port... -> Give a name and specify the port number

[IN WINDOWS 7]
# Add above port in inbound rule and also create another rule - for sqlBrowser.exe