I would have a look at windows firewall if it is running, make sure it Minecraft.exe, ect has permission to pass throught it. and Net.
Also if you have your computer setup to the internet via a router.
Log in to it and check the firewall status on that.
As a rule of thumb never run two fire walls together.
Be it a hardware one, and a software one or two software fire walls.
It will cause you all sorts of head aches, when trying to connect to the internet, or setting a minecraft server up over your Pc and broadcasting it. Also check the port addresses the program uses to communicate over the net. You may have to open a port in your router if the computer is connected to that. so if you get stuck on it post back.
Here read this it may help you, click on the link bellow.
http://www.minecraftforum.net/topic/168-how-to-set-up-a-minecraft-server/