Best information is now here for Windows and other software firewalls:
http://help.logmein.com/articles/en_US/FAQ/How-do-I-configure-my-firewall-to-work-with-LogMeIn-en1
There is a link in the above for “whitelisting information” which really has the skinny for hardware firewalls:
http://help.logmein.com/articles/en_US/FAQ/Whitelisting-and-LogMeIn