if you have internet connectivity but certain applications wont work, it's probably a firewall or incorrectly configured proxy issue as the only network-side difference between your browser and something like a chat program is the ports being used.
if you aren't using a proxy of any sort, then you probably need to open/forward the ports on whatever firewalls you're using (whether it's a hardware firewall on your router or a software firewall). you can google any given application with "ports" to find which ports it's using, you may even find a guide to setting that up on your firewall.
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