What is your firewall ?
At the very least you should have the windows firewall, but that in XP has zero outbound protection, so shouldn't be getting in the way.
When did this start to happen and have these accounts worked before ?
Is this for both POP3 and SMTP (receive and send) ?
Is this for all accounts or for specific ones ?
What errors are you getting, please post the full text or an image of the error text ?