Some other ideas - if he uses a cable whilst in the office then obviously this is a seperate connection and the firewall has seperate options for each connection.
Also, the windows firewall in SP2 is designed to be used in corporate LAN environments. It gives extra protection against the propagation of viruses should they manage to penetrate the perimeter. It would also protect the rest of your corp network in the event that the laptop user became infected through some other means eg. email or floppy disk when out of the office. As well as affording the laptop extra protection against other kinds of malware which initiate connections OUT of the computer.
My recommendation therefore would be to enable the firewall always and put in the relevant port / program exceptions to ensure that this does not interfere with the software you use on your network. Once you have set up the exceptions it will be more or less fit-and-forget, and you will have significantly improved protection in your network.
Hope you can follow my reasoning here - its a bit of a ramble but I'm typing quickly.
Ed :-)