Windows XP Home firewall IP Addresds exceptions list

I have already asked this question on windows Help and Support forum but got
very little response. I repat the question below.

I wish to allow a certain scanning IP address to have access to my computer
.. I made various adjustments to Windows XP home firewall in the exceptions
list.

The scanning computer was then able to scan my computer but only once.

Since then the scanning computer has unable to gain access to my computer.
I have recentlly received the following from the scanning organisation.

"Try looking to see if your cache contains our IP address . Also , attempt
checking the logs to see on what level our IP is being blocked."

What cache and what log do they mean ?

I have sent an e - mail to the site concerned 7 days ago but have had no
reply.

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FLYNNE