Help with Firewall and Internet Sharing

I’m trying to use my Mac Mini with an Airport Extreme card, which is connected to the internet using Siemens Speedstream 4100 DSL modem, for Internet Sharing with a Windows (work) laptop.
So, in the Sharing preferences panel:
Share connection from: Built in Ethernet
To computers using: Airport
I get the warning message:
Other settings may interfere with Internet Sharing.
The ‘More Info’ button gives the popup message:
Your firewall settings will prevent computers sharing your internet connection from browsing the web. Enable Personal Web Sharing in the Services pane to allow computers sharing your connection to browse the web.
I do that, turn the Airport card on, and the laptop can see the network, but can’t connect.
If I turn the Firewall off, then I can connect fine, but then I don’t have a Firewall. Isn’t that risky if I’m using DSL? How can I do the internet sharing and still protect my computer?
I realize I could buy a router with a built-in firewall, but isn’t there a way to set up the system using what I have?

BDAqua wrote:
We just need to figure out what port is needed. I'd goto Sharing>Firewall>New>Port Name... Other, and try Port 53 both UDP and TCP.
Oh, and when you say the PC can't connect, could that just mean it can't browse?
On the PC, put the IP of the Mac in DNS servers, or...
208.67.222.222
208.67.220.22
Well, I'm unable to set the DNS server addresses, as this is a work computer and I don't have the administrative privileges.
How bad is it to just turn the Firewall on the Mac off when I want to use the connection?

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