You most likely have a port issue, or some other blocking causing your problem. If you are completely certain that you don't have any firewalls or blockers running on your PC (including windows built-in firewall), then your issue is probably with ports (most common cause of this).
If you are not using a router, then are you connecting directly to your modem, or are you somewhere that has a wireless network or a lan port on the wall that you plug into (like a college dorm or something)? If you aren't connected directly to your modem, then most likely you are going through a proxy and it is blocking the ports. If so, there isn't anything you can do about it.
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