With the Linksys are you able to connect to the internet at least or do you get nothing?

If you can connect to the net you should be able to change the config options in the router by plugging into it and typing in 192.168.1.1. The default username is blank and the password is "admin" (or maybe the other way around). the configuration options for the firewall should be in there. you may have to grant the server you are connecting to, incomming access.

If you are not getting any connection at all then what I have done is turn everything off including the modem. Then turn on the Linksys and let it run through it's tests. Then plug in the modem. After the Linksys gets the IP from the modem you should be able to ipconfig your box to get the new ip from it.

I don't think I have ever run across the linksys routers blocking a web cam and IM stuff. sometimes email gets blocked but that usually requires you to set the ip address of the mail server up in the router.

Hope this helps