Vista - Help for games with Downloaders

I am having a problem connecting to games, typically free and purchasable
MMORPGS, that have either updaters/client verification servers/validation
prompts when the game starts. Vista does not allow me to connect through to
these programs as it seems to block the me from the servers that check to see
if I have the latest patches, etc. So far I have tried allowing these
programs through a firewall, right-clicking on the programs and running as an
admin on these programs, turning UAC off, and going through properties and
setting the compatibility modes to Windows XP SP2. None of these suggested
solutions from other sites have worked. I am hoping someone here can help me
out and has encountered this problem before when none of the above solutions
work.

I also know it isn't the game as I am able to run them on an XP pc when I
switch it out on the same network. Maybe there is an extra security setting I
missed somewhere that is blocking my access?