Allowing communication with the device on local network

I am developing a game for the Tobii Eyetracker and I need to communicate with the device through provided API, DLL form. Device is on a local machine on a simulated network connection.

Now I created a C# program in VS2010 and it works perfectly, I transported the code to Unity and it works except when it need to communicate with the device.

Problem is that for VS2010 executable Win Firewall asks me explicitly to Allow the communication, while Unity doesn’t ask anything and reports an error after a while:

“Eyetracker responded with error Tobii.Eyetracking.Sdk.Exceptions.EyetrackerException: Eyetracker exception 1 System Error: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond”

How to force firewall to let the Unity communication with the device through?

If I shut down my firewall, the connection works and data is received from a network device, so I'm asking how to allow this explicitly through Unity since i don't get the "Allow" communication firewall window.

Unfortunately the whole communication is hidden in the API (dll) Tobii provided for their eye-tracker.

But the general case they are using, in my opinion, is networking socket/port communication. So the question could be reformulated as "How to explicitly allow unity to communicate through socket/port with a network device?"