I just found this one its name is McAfee Personal Firewall Plus. Besides that and the firewall that comes with the computer theres nothing else.

Err...the McAfee could very well be the culprit. Have you tried disabling both the XP firewall and MCAfee?

How do I disable McAfee?

Right-click the McAfee icon by your system clock.
Click Personal Firewall.
Click Disable.
A dialog box appears. Click Yes.
The McAfee icon turns black in color until you re-enable McAfee Personal Firewall Plus.

(To re-enable McAfee Personal Firewall Plus, follow the steps outlined below.)

Right-click the McAfee icon by your system clock.
Click Personal Firewall.
Click Enable.

It didnt work.

What didn't work? McAfee didn't disable? The Vendetta updater couldn't connect?

OPEN SOME FLIPPIN PORTS!

The game still couldnt connect. What ports?!

Read this: http://www.sensiblesoftware.com/articles/a/Firewall-Port-Basics.html

and then this:

The Vendetta Updater, the auto-update program that executes prior to game startup, makes an outbound connection to TCP port 21024. Once updating has completed and the game itself is fired up, a connection is established upon login attempt to UDP port 21141. Thus, any modern firewall capable of "keeping state" on outbound TCP/UDP should require no alterations. Other firewalls and packet filter implementations may require specific configuration changes. Both the updater and game work fine through Network Address Translation.

Ok I just read the first one. I couldnt find what box it said so is Service Settings the right box to type that in? If that is the right box when I click ok nothing happens and the game still cant connect. Heres what I put:

Description of service:
Vendetta Updater

Name or IP address:127.0.0.1

External Port: TCP
21024

Internal Port:
21024

I ran those test again and got new results. They are:

C:\Documents and Settings\Carlos>ping 204.11.209.42

Pinging 204.11.209.42 with 32 bytes of data:

Reply from 204.11.209.42: bytes=32 time=283ms TTL=53
Reply from 204.11.209.42: bytes=32 time=270ms TTL=53
Reply from 204.11.209.42: bytes=32 time=268ms TTL=53
Reply from 204.11.209.42: bytes=32 time=277ms TTL=53

Ping statistics for 204.11.209.42:
Packets: Sent = 4, Received = 4, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
Minimum = 268ms, Maximum = 283ms, Average = 274ms

C:\Documents and Settings\Carlos>telnet update.guildsoftware.com 21042
Connecting To update.guildsoftware.com...Could not open connection to the host,
on port 21042: Connect failed

C:\Documents and Settings\Carlos>

I fixed it! Finally. The Mcafee was what was bloking the updater. I right clicked the M down by my clock and then I went to personal firewall and clicked on internet applications scrolled down a bit and found that the updater was being blocked.

Even though Mcafees firewall was disabled it was still blocking it. Too bad I have to go to sleep soon. The updater takes three hours. Thanks.

Cool! I was pretty certain it was either XP or McAfee. That's the second time we've had somebody disable a firewall that continued blocking anyway. I love being protected from myself.

I wonder if you were already connected to your ISP when you disabled the firewall, and then tried to connect to Vendetta while your connect was still active? Next time I'm going to advise that the user log off of their ISP, disable, then reconnect.