It may indeed still be a firewall issue. If you are able to connect to the internet (ie. you can post here), then it has to be a configuration problem with either GW (solve by reinstalling) or your firewall (change config or reinstall).
Check to assure that you are not running two firewalls; whatever good one you installed, and the windows firewall. Go into the M$ security center to check this.
If you are indeed running only one firewall, then remove the references to GW.exe and run Guild Wars again. The firewall will hopefully ask you if this is a trusted application, and then will let it through. Most firewalls have a "signature" associated with each application, which associates it with the executable and a unique checksum. So even though you may see GW.exe in the trusted list, it might not be the right gw.exe. This happens on both ZoneAlarm and Norton, not sure about the others. BTW, remove all references to gw.exe in your firewall, so you get a clean shot next time you fire up GW.
HtH's.
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