Sorry but with such slim information (no mention of OS Service Packs, etc.) I'll just share the usual.

1. Windows Update and all critical updates.
2. After step 1, uninall the firewall, try again.
3. Find and run WINSOCKFIX, try again.
4. Mcafee's privacy filter was known to interfere, but it's not in your list of software installed.

Best of luck.

Bob