Firewall – Netsh, how to open ports in windows firewall for WMI

If you are running the RTM build you're probably using the Internet Connection Firewall (ICF). KB317530 describes how to open a port if you are using ICF (see step 6).

Edit: I just saw you want to do this via the command line. AFAIK there is no built-in command line interface for ICF. However you could use the Internet Connection Firewall Utility for this. (It's for Windows XP Embedded but it should work on Windows Server 2003.) This MSDN article describes how to use the tool.

What OS? Are you under an Administrator account ?

may be a malware that have disabled access to firewall settings, you could try to scan your PC with an anti-malware like MalwareBytes.