At work I have XP and McAfee. The updated software worked fine on it.
At home I have XP and Norton. I couldn't connect until I ran Fiddler2.
I don't know whether that supports the Norton-is-a-problem argument or whether it is just co-incidence.
BTW ... Fiddler2 solved a myriad of other niggling little problems as well as the connecting to Sony one, so it was well worth downloading and I'm therefore doubly grateful to BOB for the suggestion.