Take a look here:

http://forums.station.sony.com/mxo/..._id=36300024020

Because it's handy.

Then click the link on that page that says, "Firewall Settings for the Matrix Online"

(which actually goes here:

http://forums.station.sony.com/mxo/..._id=12400008065

)

Hope that is helpful to you.  If not, post back here and let us know!

Good luck to you