What socket number are you trying to connect on. It may be intercepted by other protocol daemons eg. SMTP etc., or may be rejected by firewall if > 1000 (nonsecure socket numbers). Antivirus software also blocks certain sockets because of the threat of trojan software that is floating around like Back Orifice.
And you better not be using 139 either.

Sorry I can't be of anymore help,
BigBird.

WAN: I started the Server on a Host behind a Router & Firewall, and the Cient behind a Proxy & FireWall...works fine... Tried it with 2 Dial-ups...works fine...
Tired the same with the Server at Dial-up and
Client behind a Proxy & FireWall and I get NO CONNECETION... I can ping the Host, but not connect....

I've no Idea where I should start to search the Problem.... I hope someone can help me...
Previous Thanx Mike....

The boards at the Firewall are opened upper 5000....
No kind of Antivirus is used at the Proxy or
the Dial-up...

Hope that helps....