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View Thread: Software using localhost as a proxy - security concerns?
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    It depends how they opened the socket.

    For example, in C# you can get either behaviour:

    // This form is loopback only and not visible from outside of your machine:

    listener = new TcpListener(new IPEndPoint(IPAddress.Loopback, port));

    // this form exposes the port:

    listener = new TcpListener(new IPEndPoint(IPAddress.Any, port));

    Assuming you're running Windows Firewall, you'll get a prompt with the latter to ask you if you want to add an exception to punch a hole through the firewall. If your program gave you a Windows Firewall prompt, then you might want to make a feature request to the product team to allow you disable it.

    If you didn't see a prompt, you're probably safe.