Having a dial-up connection and a firewall should 'not' have any effect in reaching some sites. it should be consistent across all sites. I'm on dial-up with a firewall and don't see this at all.
Since you don't mention what firewall you tried (other than ZA and that shouldn't be an issue, lots of people using that on dial-up) or give examples of the sites you have difficulty connections, we can't say why this might be or offer a suggestion.