How do I make my firewall allow others to join public online functions that I host?

I have Windows Firewall. I play Warcraft III and I’ve asked around how to create a game, and to have people join it. When I create a game, others are unable to join it. Everyone that I’ve asked that can host games says that it has something to do with not having firewall on. Having firewall completely off is too risky for me. I don’t completely understand it, but I want to know how to do this and have firewall on, letting it in, but still keeping everything else out.