Can I use the multiplayer feature inside a firewall/proxy?

From FlightSim

The solutions is to open the following ports:
-> Allow an initial outbound TCP connection on port 47624.
-> Allow subsequent inbound and outbound connections on TCP and UDP ports 2300-2400.
-> Set appropriate permissions for DirectPlay (Client).

You can read the whole article here:
http://support.microsoft.com/support/kb/articles/Q240/4/29.ASP?LNG=ENG&SA=ALLKB&FR=0