Sure sounds like a Firewall issue. You need to get the guy who set it up for you back in, sit him down and have a good old chat with him about how your new inhouse server is set up. Make sure he knows exactly what you need it to do and more importantly allow you to do, things such as watch YouTube videos and the progress of your wee boat!
So what else do you do all day in the office?
Also you need to find out what if any access (remote) he has allowed himself into your 'secure' system now that is REALLY important.
Have fun
Assuming it is your company?