Win 2000 & real player

I’m running windows 2000 professional on my dell dimension. My problem is when I try to connect to real player, media 7,napster or anything that needs to connect to a server I get an error not able to connect to server. My email and internet Explorer 5.5 works fine. I’ve done the setup with the proxy setting and even tried to put in my password. all of 95&98 connect with no problem, so it is not our firewall or proxy server. I think it is in my windows 2000. Do I need to turn on a service that is needed? Thanks for any help.