Unfortunately, Windows 2008 R2 uses the so-called "stealth mode" by default and I've found no obvious way to disable it correctly.
In comments below the Technet article, there is a link to the following msdn article that shows a key or struct of some sort that might disable it. But I was unable to find any key with "stealth" in the registry. Anyway, a second comment indicates this might not work anyway:
"Certain elements of the filtering platform are always active, even when the firewall is > disabled, including Stealth Mode. There is no supported way to disable stealth mode."
So does "Stealth Mode" do anything other than reject packets? Does anyone know how to disable stealth mode?