Windows Firewall: Apply local firewall rules

As Jim B said, use a port based rule instead rather than an application rule,

Also check if there aren't other rules in you firewall settings that would superseed yours. This could be a application rule on deny that work on same port as your program.

You might also want to fire up Wireshark (http://www.wireshark.org/) to see what port are used to initialized the connection.

You can use http://packetlife.net/media/library/13/Wireshark_Display_Filters.pdf to be able to filter out packets you don't want.

You said the local firewall rules are applied regardless of the "do not apply local rules" gpo setting. Just to confirm, the local firewall rule will still be present in the "\inbound rules, \outbound rules" sets however you can see the actual "effective" policies (local + gpo) by viewing the "\monitoring\firewall" node.

If you are having conflicting firewall rules across gpo's in your OU structure there isn't much the windows firewall portion is going to help you with. You could do things like change your ou structure, use security filtering per machine, or block inheritance. Overall though your policies would probably setup best by adding more general gpo/fw settings higher in the ou structure and more specific gpo/fw settings directly on the servers ou.