Under normal conditions, it is best to leave the Windows Firewall turned ON. However, when troubleshooting networking or activation issues in Vectorworks you should disable it to make sure it is not causing the issue.
Windows 7: Go to Start > Control Panel and click "System and Security"
Then click "Windows Firewall"
then "Turn Windows Firewall on or off" and select "Off"
Windows Vista: Go to Start > Control Panel and click "Security"