How can I check what application block my connection?

[Negative0]

I can't say for sure that the user is using a proxy, and some organizations only let you connect through a proxy, but according to the documentation you can override the proxy to not use one by using the GetEmptyWebProxy call:

http://msdn.microsoft.com/en-us/libr...xy(VS.80).aspx
http://msdn.microsoft.com/en-us/libr...xy(VS.80).aspx