How to make the Windows firewall play nice with tracert?
The blocking of ICMP packets is one of the things most “Personal Firewalls” get wrong. They sell the concept of “security through obscurity” – if you can’t see the machine, you can’t try and hack it. But blocking ICMP breaks PING and (as you’ve discovered) traceroute, amongst other things, and there are other, non-ICMP-based scans that a hacker can use to see you machine, so it’s pointless anyhow… Let ICMP in and out of your firewall.