Yep, Marcel, done that. However... I HAVE A FIX!!!
Not sure how to achieve this with other Firewall software, but with Norton Internet Security on my web proxy, I did this...
1. Click on 'Options' on the bar at the top of the Norton Internet Security window
2. Go to the Web Content tab (therefore nothing to do with the actual Firewall settings, which is what was throwing me...)
3. You should get a list of non-standard websites on the left. Click on 'Add Site' at the bottom of the list
4. Add 'www.thephotographyforums.com' - all default settings will be enabled in the frames on the right of the window.
5. Uncheck the default on 'Information about visited sites' and click on 'Permit', followed by 'OK'
Essentially, you want to be telling the web server that you've visited this site. Typical that it's a rather well-hidden setting. The clue was when Matty said 'tell her to set it to allow this domain'... I hold my hands up and say I was looking in the wrong place (ie the Firewall settings - go figure!)
Let me know how she gets on Rob...
Chris