We use a standard http connection. If the firewall isn't specifically excluding ArtRage, and if http://www2.ambientdesign.com is not a blocked domain, you should be able to connect. If not, you can use the Member Area at http://www2.ambientdesign.com/members instead to get the latest versions.
To register with the Member Area:
1/ Click on 'Register' and follow the instructions if you haven't done this before
2/ Log in and go to 'My Products'
3/ Add your key, and click the download link to access downloads for all the current versions of ArtRage