The F-secure firewall is strange. From an earlier post: "When the DNS service is disabled, all aplications need to make their own DNS lookups, but the firewall insists that an application should have server status (allow inbound connections) for the returned DNS lookups." This is true. Have some other firewalls (Zone, Comodo, etc.) such a problem, or do all the others work in a correct way here?
Yes, I posted the info. I think there was another firewall that did the same (during beta, I did not re-check) but cannot find my notes. ZA, Comodo and just about all other firewalls handle returned DNS correctly, with no need to allow inbound connections for the UDP packets.