I upgraded from Sage5 to Sage6. I managed to click all three check boxes (see the manual, config windows firewall for SageTV, and launch SageTV service config) at the end of the install.
Upon reboot, the machine failed to see any net connections, internet, etc. The box wasn't viewable going in, either. I realized I didn't have windows firewall enabled on the machine (it's behind a decent one, I'm running antivirus and I use the box just for SageTV so it's not a big issue) which I then realized I used the "config windows firewall for SageTV" checkbox.
Went to the control panel, d-clicked on windows firewall and it barfed with an error "Due to an unidentified problem, windows cannot dispaly windows firewall setting". A trip to this website
http://windowsxp.mvps.org/sharedaccess.htm was able to point me in the general direction, but basically my windows install was unrepairable. I couldn't get the firewall service turned-on to go and disabled it.
At this point, I'm pretty sure that the SageTV6 install dorked up the windows firewall settings, even though windows firewall was turned off. My mistake for hitting the checkbox during install but I didn't expect it to crater my windows box completely. I had to do a complete rebuild of the box to get it right.
If you update to Sage6, don't let it make the windows firewall setting changes.