What's a "local network behind a router" and how do I know if I am using one?
If you have only one computer, you should follow the steps in the original post. If you have more than one and share files between the two on a network, then you probably have a router with a hardware firewall.
+1 and I can't find these settings on windows 8.
I'm not sure where it is on that mess called Windows 8. I installed it, used it for a week, formatted my computer, and went back to Windows 7. Wish I could help.