Well for starters, the fact that you were stopped from downloading some registry program is a good side effect of your problem. Odds are that would have made things even worse, not better.
So why not start at the beginning, and explain why you think this is a firewall issue?
I have tried every hint given by Mozilla and HP to to get to some of my sites. I am trying to download RegCure and it will not let me connect to the page because of firewalls. There are other pages that will not let me connect to them either. HP recommended that I uninstall IE 8, but it was so involved with other programs, I was scared to. Any ideas?