There isn't a way to configure the Windows Firewall for separate network connections but this could lead into a security risk if you are not aware of the potential threats depending on how your computers are networked. This isn't a problem if you have a router but those that don't will need to be aware. The Windows Firewall is set for all network connections like it or not. This makes it difficult and could cause a security risk if you are directly connected to the Internet without a router (ex: the Sasser Worm or any other exploit that can enter your machine).
By default, Service Pack 2 (SP2) shares the same settings for all connections. If you enable file and printer sharing for one network connection, you also share it for the connection that is directly connected to the Internet and exposing ports 445 over the Internet. If you disable file and printer sharing for the connection that is directly connection, it also disables file and printer sharing for the network connection.
In other words if file and printer sharing is disabled and you want to access another computer on the network and connect with Microsoft File and Printer sharing it will be blocked and you will be unable to access the network computer. Keep in mind that doing this you are being protected directly connected to the Internet. If you are not using a third party firewall, you need to enable the Windows Firewall without a router. An alternative solution is to enable the Windows Firewall only for the network connection directly to the Internet, not the network connection for the network.
1. Open the Network Connections folder.
2. Right-click the Local Area Connection or the connection you are using,
and then choose Properties.
3. Click the Advanced tab.
4. Click the Settings button.
5. Click the Advanced tab and uncheck the connection you are using for the
This will allow the Windows Firewall to be enabled on the Internet connection but still allow you to access the network and you can uncheck File and Printer Sharing under the Exception tab. This won't enable the Windows Firewall on the network connection and this will let you share files across the network without being blocked with it turned on.