are you using internet explorer and do you have a third party firewall running?

I am using internet explorer 6. How do i know if i have a third party firewall running?

third party firewall = zone alarm, McAffey or norton internet security, etc.

if no third party firewall then in IE, tools>internet options>privacy>custom I suggest you set it like below.

I have disabled the Mcafee firewall and also tried what you suggested with the advanced privacy setting, but, still experiencing the same problems.