Mcafee firewall question

I need to open a port to recieve UDP packets, but even though I've
given full access to all the programs (to test) and turned off the
blocking of fragments as well as the detection of intrusions on my PC.
Firewall still blocks them.

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McAfee Firewall blocked an incoming UDP packet. The remote address
associated with the traffic was 66.68.91.131. The remote port was
6257. The local port on your PC was 6257. The network adapter for
the traffic was "SMC1233A-TX 10/100Mbps PCI NIC".
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It works if I turn the firewall off, but I don't want to do this.

Please, how do I get it to allow these packets.

Thanks
Hein