Games cannot connect to server

I have a PC for work purposes, but most of the time I don't work at home at all, since the specs of this PC is really good, I wanted to install a few games on this, but all the games I have installed cannot connect to server. Currently this PC's OS is Win2k and there seems to be no firewall (I'm no expert for win2k) so then where are the ports blocked? And how do I open them?

There are a few softwares too, SNOW, CAA (Cisco Secure AA messaging service), Check Point VPN-1 Secure client, and (De)activate proxy settings.

Where do i start?