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I am firewalled as well and had to make sure it would not block me running a web server. Now that you have it working you might try to reinstall Filseclab and see what happens. Also read the documentation for the firewall when setting it up. A lot of these firewalls are install and forget type setups and most people don't usually set up a server (ftp, web, mail etc.) on their personal machines so the default firewall rules can be overly protective esspecially on inbound connections from others to your service what ever that may be. With a little tweaking I'm sure you can have XOOPS and Filseclab working well together.
Good luck and have fun setting up XOOPS the way you want. The XOOPS community is always here to answer questions or help with troubles if you run into any. Make sure you search the forums and read the FAQ's as many of the questions you might have may very well have been answered before. I know I have run across many myself already after I already asked.
-JP