Well. We found the solution: the administrator changed the port number on the server's firewall (or router or whatever it is called
) and now it works.
However, I have no idea what kind of restrictions were there on the server that it connected from XP and did not want to from Vista. If I know the answer I will post it here. Some were suggesting some issues with IPv6, but I have it disabled for my Internet connection.
Clevo - I do want to connect via http, as this protocol is used by the Team Foundation Server. Through http you can also connect to different "web applications"/"web services": The server may respond with some data, and not necessarily with a Web page (some HTML stuff). But you are right, the http servers mostly replies with Web pages, as this is what the protocol was intended for (hyper text).
Thanks guys for all your suggestions!