I had he same problem as well and I just fixed it. I am running Vista Ultimate 64 bit. Try going to the Program directory (for me it is C:\Program Files (x86)\Microsoft Research\Microsoft WorldWide Telescope. In the root directory there should be a DirectX setup program (dxsetup.exe) - install it. I started it and my OneCare firewall asked for permission to allow it and it came right up! Hope this helps!