how to setup a firewall while leaving one port open?

u can do that... very easily in Zone alarm....

Even in WIndows firewall u can specify the application to allow... or when the application tries to access that port u will be presented with a message box where u can unblock the port...
 
yes u can do it with ZONEALARM.
doubleclick on the icon in the system tray.
Click on the firewall,in the 'Main' tab, under the 'Internety Zone Security',Click on custom, & set your settings. :D
i use Zonelabs too :D
 
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