Some web access doesn't work, others do

I recently re-installed VPC after moving to OSX.3 (and
upgraded VPC to the latest version).

I have discovered that SOME forms of web access don't work.

The symptom is that they hang for a while and then respond
with a message saying something similar to "can't access
this server" however I'm fairly certain the problem is at
my end - not the server end. The 3 processes are all
different - but I think there's a pattern.

1. Microsoft's "unlock" site for Windows XP registration,
when I boot up it tries to persuade me to send code to MS
but can't get a response.

2. Microsoft's "automatic update" web site which starts
the process of checking for available updates but can't
get a response

3. GODaddy's web page builder which asks me to approve
their TOS and then doesn't get a response from the Web
Page builder.

GoDaddy thinks it's some sort of Firewall problem and that
prompted me to discover a whole new symptom which I'm
fairly certain is related... as soon as VPC XP Pro boots
up, the Mac Firewall switches off and says it can't work
while another firewall is active.

I checked the XP system and followed instructions to turn
off the Firewall and re-booted everything but it made no
difference. I have no other Firewall software installed.

SO.

1. It looks like I have all (both) my Firewalls switched
off.

2. The Mac Firewall won't switch on (automatically
switches off, in fact - I watched it go) when VPC is
running because, it says, there's another firewall
running.

3. Three web applications on the VPC are behaving like
they are having problems getting responses through the
firewall while normal web pages have no problems.

Does anyone have any clue what the heck might be going on
here?

I would appreciate any sort of help that anyone might have.