My host says its not a firewall or a connection issue.
I have a default install, a default theme, and no plugins installed.
I can update all plugins just fine.
WordPress news displays and updates on my dashboard just fine.
However the incoming links section shows RSS Error: WP HTTP Error: connect() timed out!
As of yet I have not found this to affect any other parts of wordpress (but I don't syndicate rss feeds so I wouldn't know if there is problem with that)
I every fix I find seems to not work for me, and the problems those fixes work for seem to ix symptoms I have never had (like not being able to update wordpress, plugins, no wordpress news, etc.)
I have no idea what else to check.