You must punch a hole in your firewall otherwise your machine will not be backed up. You can configure this exception just for Retrospect:
The easiest way to do this is to open a command-line or PowerShell window and type the following two commands:
netsh advfirewall firewall add rule name="Retrospect TCP" dir=in action=allow protocol=TCP localport=497 remoteip=188.8.131.52
netsh advfirewall firewall add rule name="Retrospect UDP" dir=in action=allow protocol=UDP localport=497 remoteip=184.108.40.206
If you look at your firewall configuration, you should now see two exceptions named "Retrospect TCP" and "Retrospect UDP"