We've been noticing that the Windows Firewall has been recently blocking some TCP connections even if it's turned off. No worries though, simply create an exception using the following steps (steps are based off Windows Server 2012, but are similar for most machines going back to Server 2003):
1) Go to control panel
2) Enable icons in the view box and go to windows firewall or search for windows firewall in the search box to the top right
3) In windows firewall, click on Advanced settings to the left (it has a UAC shield next to it)
4) In the advanced settings, click on Inbound Rules to the left
5) Click on New Rule link to the right
6) Select the Port radio button
7) Select TCP and the specific local port is the port you designated for the agent
8) Select the 'Allow the connection' radio button
9) Apply it to domain, private, and public.
10) Choose a name and finish the rule.
Once you've completed this, run the test connection on the agent again and you should be in the clear.