You'll need to open NIS & choose Personal Firewall then hit the Configure button.
This will open the Personal Firewall options menu.
There's two ways to allow ISS connections in, either via the Programs tab or the Advanced tab + General button.
In both cases you'll need to use the Add button & set the appropriate rules, however NIS already has rules for ISS & can configure it automatically for you. I don't recommend leaving the NIS auto rules the way they are there actually pretty sad, but there a good starting point & you can just edit each rule as required. You'll likely need several rules & need to be carefull one rule doesn't basically void another.
Also use the NIS log viewer to see what's preventing the connections & to see what connections your actually allowing. I wouldn't recommend turning on Automatic Program Control, there's at minimum 100 plus Internet enabled apps on your system & if any one of them requests Internet access they'll get it if NIS auto configuration files exist for the app.