Windows Server 2008 ships with a firewall
enabled by default. And chances are, you will
absolutely learn some of your own firewall
lessons as you navigate through the new Windows
Firewall with Advanced security Features. I know
I've personally got smacked by this puppy.
Subtle nuances and Xenapp Server need to be
configured appropriately in order for things to
operate smoothly. Even your AV software needs to
punch a hole. And nearly everything else. And if
you are lucky, somebody will decide to run
Nessus and take down your connection all
together.