Firewall is blocking HQ client/server over VPN

I have a VPN connection bet the store and my laptop which has HQ. When I am in my store's network, HQ client and server communicates fine. But from outside, the VPN is connecting but the Windows firewall on my laptop is blocking the communication from HQ client. To isolate the problem, when I turn off the firewall, it does indeed connect. The Windows firewall has RMS Server and Manager as exceptions as well as port 34200 and 34202 open. What else do I have to do to the firewall? I hear the port for SQL should not be open.