Windows 7: Windows 7 firewall setting

I'm experiencing a problem with Thunderbird, (one of the outgoing servers), and was pointed to a suggestion to alter the firewall setting to see if that resolves it. However, the suggestion is for XP SP2 and I cannot make head or tail of how to apply this to a Windows 7 firewall.
I would appreciate if someone can translate the guideline into Windows 7 settings. Here is the guideline:-

In some cases, you may need to remove Firefox/Thunderbird/Mozilla Suite from Windows Firewall exceptions list, if listed, and re-add it. The following instructions are for Windows XP sp2 (Windows Vista should be similar):

1. Close Firefox/Thunderbird/Mozilla Suite
2. Start -> Settings -> Control Panel -> Windows Firewall
3. General tab - Make sure the firewall is switched on and "Don't allow exceptions" is unchecked.
4. Exceptions tab - Find the Firefox/Thunderbird/Mozilla Suite entry and delete it.
5. Check the box next to "Display a notification when Windows Firewall blocks a program".
6. Click "OK" to exit the Windows Firewall window.
7. Start Firefox/Thunderbird/Mozilla Suite.
8. Windows Firewall should then ask whether you want to keep blocking or unblock. Select "Unblock".

Open Control Panel.
Open Windows Firewall.
Select "Allow a program..."
Adjust settings for Thunderbird

I have looked under File Action View Help and their sub-menus but cannot find
Allow a program..?

it's pretty easy to see...

Found why I could not find it, I've been looking at Firewall with Advanced Settings rather than Firewall itself. The former has a different layout.
Followed your suggestion and added TB but unfortunately did not resolve the problem.
Thanks for your help.

Are you using Symantec/Norton Antivirus? Make sure your antivirus allows the connection. Also see this:
Cannot send mail - MozillaZine Knowledge Base

The reason for my original posting was because I could not send with yahoo. After further searching found that I need to have a paid subscription to send. Currently yahoo allows me to receive but not send. It had nothing to do with TB or Windows 7.
Thanks all for your input.