I'm sorry, but I don't think I can offer you any further assistance in the matter, I have too little details of your entire setup. If you're in a shared network or something similar, you could ask your administrator to allow the program, else it's your computer and/or anti virus program that blocks the game (this has nothing to do with the Java exception list!).
There isn't really anything I can do from the application side when the actual game connection is blocked, it's out of the range of my influence.