HELP! Problems with proxy.asp from Macromedia's site and company firewall

I’m having problems with the proxy.asp page from Macromedia grabbing the RSS feed and bringing it past my companies firewall. (Below is that script) At least I think it’s a firewall issue. What could be the problem? Is there something I can change or add to the asp script to get it past the firewall? I tried to talk to my IS department and they never even heard of RSS (how sad).
Here’s the error that gets returned:

Error Type:
/proxy.asp, line 14

this is line 14:

Any suggestions would be much appreciated.

<%@ LANGUAGE=VBScript%>
	Dim MyConnection, TheURL
	' Specifying the URL
	TheURL = ""
	 Set MyConnection = Server.CreateObject("Microsoft.XMLHTTP")
	' Connecting to the URL
	MyConnection.Open "GET", TheURL, False
	' Sending and getting data
	TheData = MyConnection.responseText

	'Set the appropriate content type
	Response.ContentType = MyConnection.getResponseHeader("Content-Type")
	Response.Write (TheData)

	Set MyConnection = Nothing