Further to this, if you have access to the server and not the firewall or are unsure of how to configure it, you can try adding the url of the site you're having trouble with and the local ip of the server into your hosts file. (C:\WINDOWS\system32\drivers\etc)
e.g.
(server IP) www.yourdomain.com
the server will then look at itself on the local network before connecting to its own external IP (which it currently cant)