[Forrest~]

The whole firewall business is pretty tricky. I've had it blocking skype calls on my computer, just to one guy. Might have not been it, I'm not a firewall expert - what happened was, when I disabled it I could call the person freely. Either way, try disabling it and/or adding SA-MP & GTA to the exceptions list.
The reason I'm looking for a solution in that direction is because, apparently there's something that limits your IP's connection to the server.