I had a similar problem on a computer a few months back and that was all to do with the Cipher strength it should be 128 bit. But in this case it was 0 bit. So you need to click on help and then on About Internet Explorer and it will show you there what cipher strength you are running at. If this is the problem it is apparently due to 2 or 3 files becoming corrupt, which you have to delete and then replace, but at the moment I can't remember which files they are, but a quick search on google should bring up some results
I set the firewall to 'allow all' (Sygate) but it still didn't work.
I don't understand much of what is written on that weblink. However, I have been looking at the 'Avanced rules' in Sygate and there are some options for 'Ports and Protocols'. There is an 'ALL' rule and it says that this 'blocks incoming and outgoing traffic from/ to all hosts on all ports and protocols'. There are options for 'TCP', 'UDP', 'ICMP', 'IP Type' and 'ALL'.