What sort of firewall are you using. I gather there will be one on the router your end and maybe a software one on the machine itself. This will be windows firewall by default.
Check that the ports and or programs are specified for exclusion from the firewall. Have a look at the firewall logs aswell to see if that port is being specified as blocked by a certain firewall. You will need to look at the individual logs for both firewalls.
You can specify a port to try and comect to eg http://www.google:8080
That will try to connect to google on port 8080.
This may not work in your case as the you are trying to connect to will have to have that port open in it's firewall.
I am not sure if this helps. But it will give you a place to start looking.