outgoing request are being blocked

I have a php page and a flash module that request an xml file from a
different website. When I try and use these on my 2003 server, the
connection is being blocked. If I try either of these from my XP box,
or from a friends linux server, everything works great.

The firewall is not active.
Using :
Apache 1.3
PHP 4.4.2

I don't think it is either of those since I tried using the flash with
an html file while logged into the 2003 server.

Any ideas what may cause this?