Found in the Gaim FAQs
Ques: I cannot connect to Yahoo! and I'm behind a firewall or NAT. Why doesn't Gaim have Yahoo's "Firewall with no proxy" option? Yahoo!'s firewall with no proxy option connects to Yahoo! by wrapping the YMSG protocol inside HTTP. Gaim currently doesn't support doing this.
Ans: Gaim does support changing the port it connects to. Try changing the Pager Port in the Account editor under "Show more options". Ports known to work are: 20, 23, 25, 80, 119, 5050, 8001, and 8002. While this doesn't work for as many people as actually tunneling through the HTTP protocol would, it helps many users.
So ok I'll walk the port list - first one is "20" Well what'cha know I'm connected.