Check your user manual/online KB for the firewall that you are using.

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Sandi - Microsoft MVP since 1999 (IE/OE)
http://www.mvps.org/inetexplorer
If you use firewall software, you will need to open ports
5550 through 5559 for the Mind StationT to connect to our
LeapFrog® servers so you can download successfully. How do
I do this?
PlesBabe