Like mine....Finally got L/W to work (It was ZONE ALARM I uninstall it now)
So just using windows firewall.
Started L/W no probs, no firewall and good connection
YES i think i will upgrade now.
half way through a download, BANG firewall appears in the left hand corner of L/W
get the same message..."Trying to connect blah blah"
Windows firewall has L/W as exectption....BUT i now turn this of, restart L/W and .....Nothing still the same
BUT i AM NOT RUNNING NO RUDDY FIREWALL.
I am angry with all this now good job i haven't purchased this yet otherwise I would be screaming.

ANY help on this would be grateful

So did you configure XP's firewall? (advisable not to have 2 active firewalls b/c they can interfere with each other); Firewall configuration instructions (click on link)

If the software firewalls are no the problem then it may be connection hardware & its built in NAT firewalls. Else your isp. System details - help us to help you (click on link)