socket.error connection refused

[Vania]

Hi, I'm not sure this is the proper forum but I try nevertheless.
The problem I'am facing is that the socket library always fail to
connect to an URL. The net effect is that I can not use setuptools.
I'm using Python2.4 on a windows XPPRO Sp2 machine.
The firewall is disabled.
There is no NLTM proxy.
I connect to the internet through a NAT server (and it works).
Other than with easy_install I tried to connect to a number of external
urls
(all of them running) and even to localhost,
directly in script using urllib
and the error is always the same errno:  10061 connection refused.
Any ideas?