NMHttp "Connection Failed" error

I used NMHttp component in my project and it worked fine on two different WinXP computers. Then I deployed the project on my client's computer which in a large corporate network. The program now gives "Connection error" and no other detail in the message.

What should I be checking in order to point the cause for this error?

Note: When I "ping www.somesite.com" on my client's computer it works.

From my previous experience with NM components they tend to fail very often when least expected and sometimes behave very strangely. I suggest to use Indy library or Synapse library instead of it.