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.
To enable the Security tab, you must change the registry:
Important This section, method, or task contains steps that tell you how to modify the registry. However, serious problems might occur if you modify the registry incorrectly. Therefore, make sure that you follow these steps carefully. For added protection, back up the registry before you modify it. Then, you can restore the registry if a problem occurs. For more information about how to back up and restore the registry, click the following article number to view the article in the Microsoft Knowledge Base:
322756 (http://support.microsoft.com/kb/322756/ ) How to back up and restore the registry in Windows
Start Registry Editor (Regedt32.exe).
Locate the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Exchange\EXAdmin
On the Edit menu, click Add Value, and then add the following registry value:
Value Name: ShowSecurityPage
Data Type: REG_DWORD
Radix: Binary
Value: 1
Quit Registry Editor.
For MS KB: http://support.microsoft.com/kb/264733
