isn't there some sort of proxy and port settings that you must enter to go outside the firewall?
From TonyC's post long ago - yes I know it's for IE but it may work. --
In order to connect to the internet, you just need to change the Proxy settings.
To get to your proxy settings in IE, do the following:
Tools > Internet Options > Connections > LAN Settings > Proxy Server
Proxy: west.proxy.fedex.com
Port: 3128
Use the same proxy for http, https, and web.