From what I've read so far, it sounds like your firewall is stopping incoming/outgoing connections when you try to connect to the server.
There should be some sort of Log that tells you what has been blocked, either coming or going.
Also, as has been mentioned in a previous post, make sure that the ports Freelancer uses are open, not only in your router, but in the firewall program as well.
There should be instructions on how to do that in the help files, it's just a case of finding them.
I'd d/l the program you have myself to see how it works, but I'd probably have to install it and that could cause more problems for me than it's worth.
EDIT: It seems they don't do a Trial version of the program..... but I did notice that apparently it has a 'gamer mode', for whatever good that will do for you.
