All TCP/IP communications (including the internet) uses ports. Ports are different "sub-addresses" (like flats within a building having a single address). Firewalls can be set to open or close any of the ports. Businesses often lock down to a basic set of ports needed for internet, emails and any other special requirements of that site. This is usually done for two reasons, for security (viruses and hacks etc often exploit unusual ports) and to keep control of the amount of data going in and out. This is all done at the gateway between the internal network and the internet, and so changing settings on computers inside this gateway (like yours) will have no effect as the ports will be blocked after they have left/before they reach your computer.

Hope this makes some semblance of sense - typing with a migraine makes life a little difficult...