What firewall software are you using? Do you have any other security software installed (Norton/McAfee/etc.)? What make+model is your computer, and what OS is it running?
Windows XP 32 bit,
Compaq Presario 061
System Model ER921AA-ABA SR1830NX NA660
Windows firewall is what my firewall program is called - I'm not sure if I need to be more specific.
I have AVG 8.0 currently installed, but I have ensured that it is not blocking anything either.
I think it's also worth mentioning that I have attempted to connect to the exact same server using a different client, and it worked.
Thank you for the relatively quick response.