On a Windows Server 2008, where the security is at a much higher level, the Web site responds for images, the Web site responds for .aspx pages that are not using a connection with SQL Server but the Web site does not respond for all pages that have a need to establish a connection with SQL Server.

The Event View has this in Security log:

"The Windows Filtering Platform has blocked a connection."

This is the detail:

Application Information:
Process ID: 4
Application Name: System

Network Information:
Direction: Outbound
Source Address: AddressOfTheWebServer
Source Port: 53802
Destination Address: AddressOfTheSQLServer
Destination Port: 139
Protocol: 6

Filter Information:
Filter Run-Time ID: 0
Layer Name: Connect
Layer Run-Time ID: 48

I sent this to security and they said that only port 1433 has to be opened from a Web server who wishes to communicate with SQL Server. Why am I still having this error then?