Did you configure your Windows XP Firewall to allow the game to access the internet?
If you did then there's likely a firewall in your home router or broadband modem:
Call the tech support for that unit, and ask them to either setup a "DMZ"
(De-Militarized Zone which means the firewall is disabled) to bypass the
built-in firewall, or open the necessary ports in the equipment with you.
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