Se você tiver tentando instalar o SQL Server 2008 no Windows Server 2008 (ou outro windows) e se deparar com erro de firewall “Windows Firewall” Warning.
Rule “Windows Firewall” generated a warning. The Windows Firewall is enabled. Make sure the appropriate ports are open to enable remote access. See the rules documentations at http://go.microsoft.com/fwlink/?LinkId=94001 for information about ports to open for each feature.
A solução do problema você encontra no seguinte link: http://go.microsoft.com/fwlink/?LinkId=94001