You can always check to see if they are blocking the port you need opened by using telnet.
In windows XP, open up a command prompt by going to start > Run >type cmd and click ok. In the command window that pops up you type the command like this:
telnet domain.com 3689
3689 is the port number you want to test. If you do not receive a message that your connection is open, the port is most likely closed. At which point, you ask the host to open it for you.