How do I access instructions to my firewall?

OK, I'm a new kid and probably should know the answers to the questions I shall ask in the first few weeks, but that's another story. Thanks for bearing with me.

I have two new programs to which I'm denied access:

• "Atom Time" says the connection is blocked.
• "Firefox" gets an error box noting that the path, or one of the first files, cannot be found.

Somewhere, earlier, I read or heard something that now leads me to believe that I need to get to the firewall and give it instructions to admit both programs.

So there is a way to do this, but I haven't the faintest idea how. Just figure I don't know anything; please make it nice and easy, simple, to understand.

Thanks.

Do you know what brand of Firewall you are using?

Also the exact error messages would help us help you.