The Windows Firewall that comes with Windows Server 2003 SP1 can be configured via Group Policy Objects (GPO), command line utility - netsh, or Control Panel (GUI Interface).  For details on which options are available via each of the three methods, please refer to the following three articles.

1. GPO options:
2. netsh options:
3. GUI options:

Also refer to this link for more great information on Windows Firewall Settings: