aim/icq will stop at any firewall, they are bitches to get to work
youll have to find out specifically what port mirc is trying to use, and open it
same with edonkey i presume, although ive never used it
yer best bet is to use an FTP program such as cuteFTP or wsFTP or bulletproofFTP if yer gonna transfer files to people
they are designed much more secure AND easier to use