Running UT2004 as server

We have been having trouble hosting UT2004 for playing our maps online. It looks like this is a Windows Firewall issue and Mike suggests the following to get this working:

1. Click the start button
2. GOTO Control Panel and then "Windows Firewall"
3. Notice three tabs at the top of the firewall settings window. SELECT the "Exceptions" tab.
4. Click "ADD PROGRAM" (lower left of screen)
5. Browse/Scroll to find Unreal Tournament or UT2004
6. Click OK and make sure the new program is CHECKED.
7. Lastly, click OK to exit the firewall window
8. Start the unreal tournament listen server in death match mode.