shields up is quite out of date, and pretty much all modern firewalls will fail, if firewall is set to auto, because the browser is doing what it's told to do.
kaspersky firewall is the best part of the package IMHO.
both kis and pc tool have stealth disabled by default, if everythings stealthed nothing will work so you create a rule for 1 application and everything else can jump though.
stealth doesnt really work. controlling what traffic can flow in and out of your ports, that works!