Hi,
You can edit a registry setting on the machine to do this - the following info is from the help (http://webhelp.esri.com/arcgisexplorer/1500//en/firewall.htm):
*****************
Using a registry entry:
You can specify the application configuration by setting the AppConfig registry value:
Create the following registry key: HKEY_LOCAL_MACHINE\SOFTWARE\ESRI\Explorerversion_number\Settings (for example, [HKEY_LOCAL_MACHINE\SOFTWARE\ESRI\Explorer1200\Settings])
Create a new string value called AppConfig and set it to a URL which references the application configuration. Note that file system paths (including UNC paths) are not supported.
*****************
Regards
Mike