Firewall

So I have been trying to get into a game for a while now and every time I should be at the loading screen to get into a game it says "Unable to connect to the server. If you have a firewall, it may be blocking the connection. Please refer to your firewall's documentation. Would you like to retry the connection?" and my choices are retry and cancel. When i hit retry it repeats this process every time, when i hit cancel it takes me to the reconnect screen where if i hit reconnect it repeats this process anyway. I have tried restarting my client, computer, and i have tried to get into another game after the old one has finished same problem, I have recieved a warning for leaving games and have been placed lower in the queue. Please help me resolve this issue before i recieve further consequences. Thanks.