Thank you, Bacter.
I am going to try your suggestions this morning, but I can anticipate a couple of answers:
1. When IIS is running, HFS self test says that I am behind a router, which is true. The thing is that HFS sends a frame but cannot receive the answer through the port it is listening on. I think it has to do with your second suggestion: IIS does not probably only take port 80 or 8080, but a whole range of ports. I will check it thoroughly this morning and let everybody know about the outcome.
2. I have just called my colleague and he says that all our ports are closed, except for those that we specifically open, like 80, 8080, 21 and so on (you know, the standard ones). So, what if we opened a very specific, non-standard port like, e.g. 60001 and set HFS to listen on this one? If we did and it worked, would we always need to specify the port number directly at the address bar of the browser?
Again, my sincere thanks for your help, guys.