Trying to play it at home or work/school/etc? (they might have a firewall you don't know of). Do you have a router, does your work/school/etc have a router?
You say yesterday.. are you saying that it worked before yesterday? If yes, have you made any changes to the system, no matter how insignificant? Installed anything, uninstalled anything, system restore?
This REALLY looks like a firewall issue. When I had a Kerion WinRoute FW, I had got that message too - are you completely sure you havent got any program that can behave like a firewall(for ex. Norton Antivirus). Of course you can contact your ISP and ask them if there is any problem with your connection.