If your running Windows Vista or later you will need to add an exception the Windows Firewall.
A URI prefix string is composed of a scheme (http or https), a host, an optional port, and an optional path, for example, "http://fastdl.mycsgoserver.com:27016/csgo/". The prefix must be terminated with a forward slash ("/"). The HttpListener with the prefix that most closely matches a requested URI responds to the request. Multiple HttpListener objects cannot add the same prefix. An HttpListenerException exception is thrown if an HttpListener adds a prefix that is already in use.
When a port is specified, the host element can be replaced with "" to indicate that the HttpListener accepts requests sent to the port if the requested URI does not match any other prefix. For example, to receive all requests sent to port 8080 when the requested URI is not handled by any other HttpListener, the prefix is "http://:8080/". Similarly, to specify that the HttpListener accepts all requests sent to a port, replace the host element with the "+" character, "https://+:8080/". The "*" and "+" characters can be present in prefixes that include paths.