OK, here they are, but there are other things that have to be opened for WMP also:
To configure your Xbox 360, you will have to add the following rules to Network Security Policy:
click Firewall>Advanced>Network Security Policy. On this page, click Add and on the dialog, click Select and choose Browse. Using the browse dialog, navigate
to C:\Windows\ehome and locate the first file: Ehshell.exe and select it. Then still in the “Application Network Access Control” dialog window, click the Add button at the bottom of the window. Fill the boxes as follows: Action: Allow, Protocol: TCP, Direction: In, Source Tab: Any, Destination: Any, Source Port: 5555, Destination Port: Any. Click Apply. Then click Add again and select Allow, UDP, In, source Any, Destination Any, Source Port: 7777 Destination Port: Any.
Then click Apply and again Apply on the parent window.
On this page (Network Security Policy), click Add and on the dialog, click Select and choose Browse. Using the browse dialog, navigate to C:\Windows\ehome and locate Mcrdsvc.exe and select it. Click Add and enter the following: Allow, UDP, In, Source Any, Target Any, Source Port: 3776, Target port Any. Click Apply and Apply.
On this page (Network Security Policy), click Add and on the dialog, click Select and choose Browse. Using the browse dialog, navigate to C:\Windows\ehome and locate Mcrmgr.exe and select it. Click Add and enter the following: Allow, TCP, Out, Source Any, Target Any, Source Port: Any, Target port 3932. Click Apply and Apply.
On this page (Network Security Policy), click Add and on the dialog, click Select and choose Browse. Using the browse dialog, navigate to C:\Windows\ehome and locate Ehexthost.exe and select it. Click Add and enter the following: Allow, IP, Out, Source Any, Target Any, Source Port: Any, Target port Any. Click Apply and Apply.
On this page (Network Security Policy), locate the entry for Svchost.exe, select it and click Edit. Making sure that “Use a Custom Policy” is selected, click Add.
On the dialog, enter: Allow, UDP, In, Source Any, Target Any, Source Port 1900, Target Port Any. Click Apply. Then click Add again and enter (for svchost.exe): Allow, TCP, In, Source Any, Target Any, Source Port: 3390, Target Port Any. Click Apply and Apply.
I was unable to locate this file, so you may have to search for it: Mcxnettw.exe. If you locate it on your system, you will have to Add one more rule:
On this page (Network Security Policy), click Add and on the dialog, click Select and choose Browse. Using the browse dialog, navigate to the directory found by searching and select Mcxnettw.exe. Click Add and enter the following: Allow, IP, Out, Any Source, Any Destination, Any source port, Any destination port.
Click Apply and Apply and Apply. Be sure to click the Apply button on any windows where it appears when you are finished with that window. The C:\Windows\ehome directory may be called something else on your system. If you do not find it in the Windows directory, search for the files named above to locate their directory using Explorer. For the reference used to create these rules, see: http://support.microsoft.com/kb/911728