Did he just have to disable it the first time, or did he have to specifically set the firewall to allow/ignore the game?

For other games I've seen reports of firewalls opening windows behind games and automatically closing them with the game, so you need to alt-tab out of the game to even notice the firewall is prompting to allow or disable access. Depending on if he tried window made and what resolution, he may have noticed that for Dragon Commander, though.