Are you sure it's a firewall? You cold disable it for a few seconds and see if it helps. Of course you should then reactivate the firewall and tell the author about the problem. However, some people had problems with IE too (seems like IE is kind of inconsistent)...
Maybe it's this:
http://sandboxie.com/phpbb/viewtopic.php?t=170&postdays=0&postorder=asc&start=15
Maybe it's this:
http://sandboxie.com/phpbb/viewtopic.php?t=170&postdays=0&postorder=asc&start=15