Firewall Woes

I apologise if this has been brought up but I am having issues with the firewall. I cannot join some Minecraft servers if there's too many users online, 3000+ users for instance. As soon as I join my internet freezes up. Everything on the computer using the internet fails and I'm locked out for a minute. If I turn off the firewall I can connect flawlessly so some setting within the firewall is causing this. I do now know what though. Any help appreciated greatly.

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