Murtraza - was that an advice?!
If the answer is yes, then it is a rather poor one!
You are advising people to drop every protection that Windows can offer, just in order to install two servers?!
Your answer may seem correct, but it just a quick and dirty solution.
This should be correct order of actions, if I remember correctly:
1. Run the setup as administrator (right click on the installer, then choose 'Run as administrator');
2. Choose to install XAMPP in the root of any drive (or in some folder other then 'Program Files' and 'Program Files (x64)');
3. If UAC appears, confirm the action;
4. Open required ports in you firewall software. I cannot explain how to do that for every one, 'cause there are number of solutions avaible, so I'll explain how to open them in Windows Firewall (advice for those who are using it - find another solution, there are many absolutelly free products on the market far better then it). To open required ports in Windows Firewall:
a) Control Panel->System And Security->Allow a program through Windows Firewall
b) click on 'Change Settings'
c) click on 'Allow another program'
d) Find XAMPP Control Panel in the list, then click 'Add'
e) Control Panel->System And Security->Windows Firewall
f) click on 'advanced settings'
Now, when console window loads, you should create a set of inbound and outbound rules for MySQL, Filezilla and Mercury, whatever you are using... This is quite simple, when you click on 'Inbound' or 'Outbound' rules, you'll get an option 'New rule' on the right side of the window. When you click on it, you are guided by the wizard.
For MySQL, you should open a port, TCP, 3306.
For Filezilla, you should open a port, TCP, 21.
Remeber to create both sets of rules, incoming and outgoing.
g) when console loads, click on inbound you should create a new set of rules by repeating
5. Start every module you need as a service.
That should be it. It works for me just fine on 7 Ultimate (x64). By the way, I use Comodo Firewall in addition to Win 7 firewall.