That's more than weird, as you can connect to other sources... hm... you think it's possibility that you may need to open an IP too in the firewall? Sounds very farfetched, but i think you should try disabling the firewall entirely and trying without.
For a final measure try contacting any irc support channels, or one of all-knowing such as afterdawn.org forums, i really can't help myself, because i have next to no knowledge of windows live products.