Connection problem in UT

As the subject says i have a connection problem when i want to connect to play UT online.
When i go to multiplay and try to connect to the server it says the connection has failed.
I have been playing UT for ages but never played it online.
I have version 400 but upgraded it with the patch to v436
but still the same prob.
I use the internet provided to me by the university.Since it uses a proxy and a firewall i think that might be the problem.
I had the ssame problem with download accelerator but once i configured the proxy setings on it i have no more problems with it.
I wander if i could do the same with UT.
The connection is made through an ethernet card and it is pretty fast maybe T1 or fast DSL.

Thank you

I believe UT uses UDP for faster transfers and maybe your school network won't allow those protocols.