Big problem regarding my LAN.

[James Birkett]

Hey Guys, I posted over at Microsoft forums with no luck whatsoever (idiots) - so hopefully I'll have more luck over here.
Basically, I have some issues regarding my domain:
My LAN configuration is: My PC -> Internet Gateway (Father's PC) -> Modem.
When I use my PC normally (using the above infrastructure), I cannot access my domain, or cPanel etc.
When I connect directly to the modem (My PC -> Modem) via ethernet, I can connect to my domain/cPanel fine.
The issue is not related to the port, as I can connect to the other servers using the same port. I can connect to my domain using a proxy/VPN (but I cannot use FTP, thus this is useless). O
Oh, also, I couldn't access this from the moment it was created, so it's not like it's been manually blocked, as I've not been able to connect from day 1.
To my question:
What methods are there of blocking an IP address using the default Windows XP Configuration (no third party programs). I want to troubleshoot all options.

Things you should know:
I use Avast! Antivirus, as does my father. (although this is running whilst I connect direct, so I don't think it interferes)
Neither of us use a firewall (I know, not a good idea, but hey - not what i'm asking about).
I have tried allowing exceptions in Windows Firewall, even though it's disabled.

Any ideas at all?