Go to Control Panel > System and Security > Windows Firewall > Allow a program or feature through Windows Firewall, check Luna Online box from Allowed programs and features window and click OK. If you can't find the application, you can use the Browse option to navigate to its directory. Also, go to your antivirus options and make sure that its firewall doesn't block the connection. If the problem is not fixed, I suggest you to download and install Luna Plus Online from the official web page.
