You only need make an exception in the firewall for Apache HTTP Server (httpd.exe) and MySQL (mysqld - C:\xampp\mysql\bin\mysqld.exe) (and FileZilla and/or Mercury if you use them) The exceptions are really only nedded for the 'servers' that you run.
While you are in Windows Firewall, you can look at the Scope Tab in Edit Mode for each entry. (that's what determines hwo it filters)
What error(s) are you getting?
When things are odd, I often try a different browser - soemtimes those security setting in the browsers are what do you in.
You should also look in the Apache error and access logs, to see what it thinks is happening.