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: http://www.microsoft.com/technet/prodtechnol/windowsserver2003/library/ServerHelp/2f56f19e-b9da-4530-8772-f37d2302255e.mspx
2. netsh options: http://www.microsoft.com/technet/prodtechnol/windowsserver2003/library/ServerHelp/2f56f19e-b9da-4530-8772-f37d2302255e.mspx
3. GUI options: http://www.microsoft.com/technet/prodtechnol/windowsserver2003/library/ServerHelp/6843af3b-9be5-4754-bb8a-5df0fe9c327f.mspx

Also refer to this link for more great information on Windows Firewall Settings: http://www.microsoft.com/technet/prodtechnol/windowsserver2003/library/TechRef/e0bb5886-478e-4408-bb52-544d0ab0f446.mspx.