User firewalls and anti-virus programs will react in the same way as to any other network activity. They may prompt user to allow or deny network access for this program or even block software silently. In order to get antivirus and firewall software more tolerable to your program you should sign your code with a digital signature. Usually when such signature is present the program will get much lower warning level.
All our communications are via port 80 and as such there should not usually be any form of issue with a data connection to our servers from firewalls.
In certain corporate environments you may need to request that a port is opened to allow the data to pass to Nalpeiron.