Yet again a case where SBS trys to think for you. Like me, you probably checked the default domain policy and found nothing under firewall and started to scratch your head.
Go here:
Server Mgmet > Advance Mgmt > Group Policy > right click SBS Firewall > Edit > then browse to the Group Policy under Network Connections
You can edit the policy and get your firewall settings for your users back..or simply delete the GPO and work in the default policy as normal.
