Well the Windows XP firewall shouldn't have been the issue as it has zero outbound protection, so you should look into getting a free third party firewall, see #### below.
Whilst switching connection method from dial-up to broadband could had this effect (not always), but I would have expected it to have made its presence felt at that time not two months later.
So this is a bit of a mystery as to why it appeared now and not back then; the main thing now is that you have applied the correct settings that are applicable to your system. One possible issue is that if the connection proxy settings if set to Auto Detect, some times there can be issues trying to extract that info from Internet Explorer and there has just been a security update for IE.
####
Many forum users are using these:
- PC Tools Firewall seems to have the least user headaches as it doesn't seem to be constantly asking the user questions about this and that.
- Online Armor for the most parts fine but it has caused some users grief after avast program updates and that is something you have to watch out for.
- Outpost Firewall 6.5.1 free, a cut down version of the Outpost Firewall Pro version, which should still provide good protection,
http://free.agnitum.com/. Download,
http://www.filehippo.com/download_outpost_firewall/ and also PrivateFirewall,
http://www.privacyware.com/personal_firewall.html