If you have something like Norton Internet Security enabled, iy won't work. Try disabling the firewall feature in it and use the one built into XP

Whatever software you are running to block pop-up ads is most definitely the culprit. It is definitely not your firewall software. No need to mess with that.  You need to disable your ad-blocking software while you are on the SD Exotics site. You might also be having problems on various web sites launching video clips, clicking on online surveys, and other such features that require your browser to initate a javascript. If after turning off your ad blocker you still have the problem, then you need to go to internet options on your browser and delete your temporary internet files, and then reload the web page you are trying to access.