There you should click with the right button of the mouse and choose "Add rule"->"add"
at the new window that appear you should put the following rules:
1. Rule for TCP protocol
Action = Allow
Protocol = TCP
Direction = In
Source IP = Any
Destination IP = your IP address (you can also use "Any", if you are using a modem and not a router; by this you won't have to change the IP address every time you connect in to the Internet)
Source port = Any
Destination port = the port your eMule uses for the TCP connections
2. Rule for UDP protocol
Action = Allow
Protocol = UDP
Direction = In
Source IP = Any
Destination IP = your IP address (or "Any")
Source port = Any
Destination port =the port your eMule uses for the UDP connections