I'm using Mandriva 2006. When I try to connecto to a psybnc with xchat it returns the following error: Remote host closed socket. I can connect to other irc servers like undernet through port 6666-6667 and the like. Also with another irc client (Ksirc) i have no problem connecting. Can someone help me cause I don't like ksirc

That message means that the foreign server abruptly closed the connection. Maybe there's an incompatiblity between xchat and the software the server has running in it.

do you know how to use iptables if for example i want to connect xchat to the bnc through port 5000? I saw a similar thread nad someone said you have to run the identd service and siadble the firewall... but that didn't work for me.

If you want to connect to a different server port (probably won't work unless the server is configured for that) you should first seek the program information. If you can indeed state the port used it should be changeable through the GUI or a command line parameter.
If you want to use your local port 5000 all the time to connect to the regular IRC server port I don't know if that's possible. First, most applications will use any free port in the upper range to establish connections with well-known ports in foreign computers. Also, iptables alone would help since it doesn't recognize which applications are asking for since it only does global policies on ethernet adapters (run on the TCP/IP layer, not application).
The identd service is just a way for the server to know who's connecting to it (although this identity can be easily framed).