I didn\'t know that now Msn also sells firewalls.
Anyway you can also check if the one that cames embedded with windows xp is enabled (which is by default if you installed SP2) I do hope this isn\'t the problem, as I think it should have prompted to allow or discard the connection, so:
Can you make a ping command to laanx.fragnetics.com?
If not, can you post your traceroute to the same location? (tracert laanx.fragnetics.com) ?