All outbound connections -
unaffected (Windows Firewall doesn't touch them).
However, incoming is still
blocked by default.
So if you don't get a permission box asking to accept the incoming, you can (very easily) tell the Windows Firewall to allow 2302 and 2304 through.
Start >> Settings >> Control Panel >> Windows Firewall >> Exceptions >> Add Port >> Fill out the two fields (name, port) >> OK
Done.
Any further questions about this though, would be better posted in the
Troubleshooting and/or
Multiplayer boards over at the Official Forums.
Somone should do a good writeup and get it stickied.
PS: I haven't physically tested it with OFP, but am writing this from experience on how to let other programs through (like VNC, etc).