The other program could be an issue, if it limits what programs you can use! You will have to turn off either the XP firewall or SyGate firewall, 2 running together will cause problems. I'm not sure if you have to be an administrator to be able to change any Win firewall settings, that's why I asked before (you can change this from control panel > user accounts).

What was the program you downloaded for college? I guess it's possible this is limiting what you can & can't access on your computer, maybe it's not allowing you to change settings.