testing connection - ping

Hi I cannot connect to an external database so I tried to ping some
hosts and nothing works..

I tried:

I'm behind a firewall that I desactivated

Socket ping: 'an External host'.  returns after some time  continue to
wait for connection to...

Socket ping: 'a local machine'.   returns immediately   continue to wait
for connection to...   with or without proxy :s

do you where I can have a problem ?...   It looks like I cannot connect
whereas I have no problem with squeakmap or monticello...

Can you help me ? maybe I should try other tests ?

Thanks

Cédrick