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Follow this step-by-step tutorial to add exclusions for Windows Firewall in Windows 8.
Open the Control Panel (icons view) and click on “Windows Firewall” (1).
Click on “Allow a program through Windows Firewall” (2).
Click on the “Change settings” button (3).
NOTE: If the Change settings button is grayed out, then it has already been clicked on.
To add a program exception, click on the “Allow another program” button (4).
Click on the “Browse” button (5), navigate to the CactusVPN’s exe file location (6) (usually it’s in C:\Program Files (x86)\CactusVPN), click on it, click on “Open” (7) and click on the “Add” button (8).
Tick both checkboxes from the right side of CactusVPN (9) as in the picture below and click on “OK” (10).