Yeah, it just means you're sending a heartbeat. If you can access web sites, you can send heartbeats (it currently uses HTTP).
There are basically 4 things you have to watch out for:
- Windows firewall (make sure paintball2.exe is on the allowed list).
- 3rd party software firewalls and anti-virus/anti-malware utilities (Norton, ZoneAlarm, etc.)
- Hardware firewall.
- Router port forwarding.