Yes there are some issues. When a person connects to the chat servers they are scanned for open, unsecured proxies such as Socks 4/5 and Wingate. These proxies can be used to hide a person’s true IP address. If the person is using this to connect to the chat servers they are denied access. This is done for the security of the users on the network.
I myself use ZoneAlarm Pro for a firewall. Of the other firewalls I have used they all have delayed my connect times to the chat servers. Since the chat server is scanning the common proxie ports it’s scanning is slowed down because it recieves no reply from the computer that’s connecting. (well with ZoneAlarm Pro it recieves no reply, other firewalls may not use “stealth” port protection) So the chat server doesn’t know that there is really a computer on the other side that it’s scanning. There is a set time limit for each port and once that time limit is reached it moves on to the next port. Some firewalls respond with a “Yes there is a port here but no it’s closed” and with this type of firewall the scan goes much quicker. The chat server sees the port and gets the “it’s closed answer” and moves on to the next one instead of timing out and then moving on to the next port.
What firewall is better? Personaly, I prefer ZoneAlarm. It’s stealth protection makes it much harder for anyone to see my computer while I’m online. What I did with ZoneAlarm was add the chat server’s IP addresses to the ‘Local Area Network’ list so that they are in the ‘trusted’ list. Then the connect times are as quick as not having a firewall because the chat servers are not blocked from scanning my computer.
Here is a great source of information on computer security and other related issues:
The ZoneAlarm Pro firewall I use can be found here:
The price for the firewall is very competitive and well worth it. There is also a free version but I am not sure if the ability to add local area network IP address is included with the free version.
I hope this helped. As far as not being able to connect try waiting for at least 5 minutes before giving up. Five minutes may seem like forever but depending on network traffic it may even be a bit longer or shorter. You should eventualy connect though.
One other thing to keep in mind: If a person that is using a firewall get’s a warning about the scan and adds the IP address to a list of blocked addresses in firewalls that offer that feature they will probably not be able to connect unless the firewall is off or they remove that IP address.
Ok now I’m done… I do hope this helped. 
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