'Error with Netsh while enabling Windows Firewall

I want to enable my software to connect to any database (any remote port). If I execute this command, I get back 'Command not found'. What is wrong?

netsh advfirewall add rule name="MYRULE-OUT" dir=out action=allow program="C:\Program Files\MySoftware.exe" enable=yes

I want to execute this from an installer build with Install4j. Should the installer run as an administrator?

windows firewall netsh

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