When using a firewall other than the Windows Firewall such as third party software firewall or a hardware firewall, the firewall ...

When using a firewall other than the Windows Firewall such as third party software
        firewall or a hardware firewall, the firewall must be manually configured
        to allow remote debugging. To do so, allow traffic on TCP/IP ports that msvsmon.exe
        is listening on. By default, these are port 4016 and 4017, where 4016 is used on 
        all Operating Systems, and 4017 is used only on Windows x64 to allow debugging 
        x86 processes.