when i make a dedicated server using the official s2 dedicated server program, and try to connect to it using lfs, i get an error message - "ClientConnect : connect failed" Any ideas??

the message says it all.
the client couldnt connect

unlock the ports in ur firewall/router (the one u specified when u set up the server).

Well, I can connect to all other servers, but I cannot connect to my own dedicated server, and other people cannot connect to my non-dedicated server. How do I unlock the ports? I never had to do it before, I only got his message recently.

That's because when you connect to the other servers you have an outgoing connection which are generally always authorised in firewall/router default setups, while in this case you are accepting incoming connections.

The incoming connections, if you use a router, have to be explicitly defined because of NAT issues, but there's more, of course, depending on your setup. Refer to the excellent sticky post by the angry angel for additional information, you'll find most of the stuff about how to run an LFS server there.