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The various forms of Internet security can make online play difficult due to the connection restrictions that are placed on your machine. Internet security takes many forms, but has the common feature that incoming and/or outgoing connections on your machine/LAN are restricted. Most games require that a range of ports (a port is used for a connection to/from your machine) be available in order to play online.
As a general rule, online gaming through Internet security will be easiest if your security allows all outgoing connections and opens the required ports for necessary incoming connections. The necessary ports for each game tend to differ; you will need to open the appropriate game ports for the game you wish to play online. To open the necessary ports, consult the documentation for your form of Internet Security.
It is not recommended that you disable your Internet security or make use of features such as DMZ in order to play online. Do so at your own risk.
In a huge over simplification, there are three general types of Internet Security:
Software Firewalls. A software firewall is something that runs on your machine to restrict connections. The most common is Zone Alarm™, but there are many others as well. Windows XP™ has a built-in software firewall, and it's on by default.
Network Address Translation (NAT). NAT allows several machines to share a single public Internet address. Each machine behind NAT has its own private address and the same public address. There are many ways NAT is implemented, including (but not limited to) most broadband routers (Linksys™ being the most common), Internet Connection Sharing™ (ICS), and any number of Linux firewalls. Many ISPs are also applying NAT to their subscribers as well.
Proxy Servers. Proxy servers are one of the most restrictive types of security. All communication is routed through the proxy, and only types of communication the proxy recognizes is allowed in either direction. In general, most games cannot play online via a proxy server without updating the proxy server itself.
If outgoing connections from your machine or LAN are being blocked, you will be unable to login to Sierra Online, and an error suggesting you check your Internet connection will be displayed.
To check if incoming connections to your machine or LAN are being blocked, go to the Options tab and check the lower left to see if the TAC icon is present. If present, this icon signifies that connections cannot be made to your machine.
Go to the Options tab and check the lower left. Does a different local address and public address appear? If so, you are behind some sort of NAT or proxy security. If you are using a LAN, then contact your network administrator for help playing online. Otherwise, your ISP may be applying NAT or a proxy to your connection. You will need to contact them for help.
If you are not showing different local and public addresses, then you most likely have a software firewall restricting connections. You will need disable the software firewall or consult the appropriate documentation or vendor to play through the software firewall.