I'm guessing that you're at school and trying to connect. Schools usually block this. I'm not going to give you a direct workaround, but it can be done. Google "Web Proxy" and figure it out. I do not, in any way, condone doing this at school or work, but it can be done.
If the admin hasn't installed a filter that looks for this type of traffic, it's their own fault.
Ryeguy, January 2009