I've always said that the built-in Windows Firewall is not a good firewall, expecially if you have a computer that could be often exposed under attacks, and today I had another confirmation.
According to this report, seems that by adding a new key to the Windows Registry in HKEY_LOCAL_MACHINE/SYSTEM/Services/SharedAccess/Parameters/FirewallPolicy
/StandardProfile/AuthorizedApplications/List
you can circumvent the whole purpose of the firewall with out the users interaction or knowledge.
So, stay tuned with you're using Wndows Firewall and remember always that these backdoors could only be opened if you're running as Administrator.