The most likely problem is that a firewall in your computer or router is blocking the connection.
The helper application on your computer can help you figure out where the problem is.
To try the connection help, just launch the helper application on your PC/Mac and click on the 'connection help' button.
That will run you through the tests and troubleshooting for the connection.
If you're still stuck, feel free to email me at rob@hobbyistsoftware.com and I'll do what I can to help.