First i would like to point out, that just because you can reach the ip from your browser, dosent mean that you cant have a firewall preventing other programs from reaching it.
Programs like Zonealarm, Outpost Firewall and many other software firewalls prevent internet access on a per program basis, so 1 program can be alowed to use port 80, while others are not.
So first check that if you have a software firewall, that its allowing JWU to get to the internet.
Secondly make sure you shouldnt be using a proxy, if your using a proxy within your browser, you could try and copy the proxy settings over to JWU's proxy setting.
I have no firewall running or use a proxy for net or JWU
but for some reason it works again without changing anything which is quite odd