HamSphere uses TCP port 8010 for communication.
You can temporarily disengage your firewall to see whether that is the culprit or open up the port 8010 in your firewall.
Sometimes you are working behind a corporate firewall that blocks a certain level of ports, in that case please consult with your company's IT department. In a few rare occasions ISP's might block ports. However this is usually far fetched and not very often implemented...but it happens. In that case, please consult with your Internet Service Provider to see whether they block port 8010 or not.