There have been a couple of requests for the source code to the msn contacts grab web service so that anyone interested can run the web service on one server they have access to while querying it from other servers they use. This sounds like a good idea to me so here are the details you need.
This entry is one of a series looking at fetching contacts. For a summary of all the important facts, a demo and the download link please view the MSN contact grab page in the scripts section.
Unfortunately I have received reports that this script is no longer working. As there is now a better alternative available directly from Microsoft I currently have no plans to update this script.
You'll need to grab the base class for the master server from here and then the source code for the web service from here.
In that zip file there are two folders, master_server and slave_server. Master_server contains one file with the source code for the web service. The slave_server folder contains two files, a basic usage script and then the class for interacting with the web service.
In this class file you'll need to edit a line to change from using my server to a server of your own choice. All you need to do is update the 'base_url' variable on line 22 with the url of the server you are running the webservice on.
It is possible that although you have sockets enabled you have only restricted access. For example godaddy will only allow its customers to use a small number of ports. It could be you are experiencing the same problem.
I suggest you check with your host to see if this may be a problem.