Slitherine

I know I have to disable all firewalls, but is it possible to just allow arena.exe as an exception?

Also, what should I do if I have a router? And is the risk all that great if I disable that firewall?

Give it a try without disabling anything. The NAT negotiation may be able to get through the firewall. If you have problems try allowing arena.exe as an exception. I'm not that well up on the potential issues of allowing a program through teh firewall so can't help there.