Please see How to Disable My FireWall
For the solution to this issue.
After logging in you can turn your firewall back on with no issue.
You may be able to add our application as a trusted application to your OS security preferences and firewall preferences so that you do not have to disable your Firewall to login.
Unfortunately, we do not have a tutorial on how to do that at this time, but a quick google search for "add trusted program firewall" plus your operating system will get you what you need.