Yes, 99,999 times out of 100,000 when you can connect to one box that's sitting right next to the one you can't, on the same network and subnet, when no one else has a problem connecting - then, yes. Firewall. You've somehow disallowed traffic to 206.16.60.39. Can you ping 206.16.60.39? What do you have installed on your system for a firewall?
The other snowball's chance in he$$ is that you have such a low end machine that it's just too slow to load whatever terrain is in the arena, and takes too long to connect, causing the server to time you out during the connection process.
But I'd bet on the firewall, myself.
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