Msn Messenger and windows XP firewall

HI,
I have read all messages about this question, but found nothing....
Two computers A & B. No router, only modems....
Msn messenger works OK except for audio.
If Xp firewalls disabled on A & B, audio is OK
I try to enable firewall on computer A (mine). Audio is not working :
A can't hear and B can't hear. Upnp & SSDP services are running on
computer A.

Question : it's absolutely evident that the problem is within Win XP
firewall in computer A. Microsoft says MSN Messenger should work even
with XP firewall enabled (my user has admin. rights on my computer A).
What can I do to reset the installation and solve this problem
(Windows XP pro with SP1 applied, and all windows updates applied).

Does anybody in the same situation, or find a solution ?

Thanks for your help.
JP