I have a problem when I'm downloading world of warcraft patches. It tells me I have a firewall and can't download it, but i have the ports it needs open for Blizzard! I've done everything Blizzard tells me to do when having this kind of trouble, but it still doesn't work!
I sometimes have the same problem, but most of the times it downloads it anyways. One time it didn't at first, but after downloading the last windows update it downloaded again.
But maybe it has nothing to do with your computer configuration, but more with your router. Maybe you can solve the problem there?
If nothing helps, you could try to start another topic at the blizzard wow site since they do give some support there. They're just not that fast, and it's not guaranteed you get an answer from a blizzard employee.