Guys I found a clue
I checked the bigger difference since last time I've played LFS online: my modem.
I switched back to my good ol' modem and configured a PPPoE connection within XP (the username and password are stored in windows not in the modem which acts in this case in bridge mode). Connect to a LFS server, it works.
Just after I've reinstalled my new current modem, connect to a LFS server, it doesn't work.
It seems that the modem my ISP forced me to use doesn't stop to prove me it's a sh*t. But it's not a firewall problem, nor a virus.
So I must find now what exactly in that crap blocks the guest info. But I'm starting to think that the guest info may be wrong and the server could not reach the player's computer.