Hmm...
that means there's another program blocking it aswell.
For dedi's 3 ports are required (default)
80 TCP - (Halo's update service)
2302 UDP
2303 UDP

maybe your other firewalls are blocking it as well?
if you use windows firewall then just allow ports through that.
Also if you have Kaspersky Internet Security 2010 then that also has a built in firewall and they will need to be allowed through there aswell.

If none of those apply to you then i do not know what is going on.