Stubborn XP firewalls…

I was helping a client try to get their brand new Dell with XP home to allow the MSN Messenger through the firewall. But try as I may, I had to leave without succeeding! Has anyone had this problem and have any hints what I missed?
I did the “safe zone” settings, the firewall permission for the messenger, etc etc.
I have not had this much difficulty before! Is it possible that the Messenger program is faulty?