I enter this answer just to mention that the problem was in my firewall configuration as Syhpoon pointed it, and so it is solved.
To other members, what should I do with this question? I don't think it is a great help for other people apart that it is a reminder for all of us who are stuck to:
- List all the elements playing in the game
- "Ask a little help from my friends" ... not too late :o)
Should I delete the topic?