Adding an exception to a firewall is an administrative task that will require users with UAC enabled to give permission to your program. There is no non malicious way to achieve this that I know of however there is a reference to the windows firewall API which will give you access to services already granted to the user by the firewall here...
http://msdn.microsoft.com/en-us/library/windows/desktop/aa366449(v=vs.85).aspx