Most ISP's block port 25 inbound so that you can't set up your own mail server. Outbound should already be open or else you wouldn't be able to send email.
Anyhow, go to control panel, open "windows firewall". On the advanced tab click once to highlight "local area connection" then click on "settings". Check off "internet mail server" and that will open port 25 inbound for you. Of course, like I said, your ISP may be blocking it anyhow.