I suppose you have a software firewall because if it is a hardware firewall (embeded in a router) you don`t need open any port at all because hardware firewalls redirect the incoming traffic corresponding to request done from the LAN (local LAN opposed to WAN/Internet).
I mean, if you initiates a request from your computer/LAN to the WAN/Internet, the incoming packet received by a hardware router/firewall will be forwarded to the corresponding port.
I`m not sure if you must configure any special for Offline Explorer Pro, because it uses the same ports, protocols and packets than your browser.
> Hw do i create firewall rules for OEPro? What ports should i open for it?