I have exactly the same problem, see my post - does firewall effect chat?
Its the same story - it works perfectly for us and our test users, but one test user behind a firewall gets the same connecting error...
I'm pretty sure she does not have 2 chat windows open. I've tried walking through it with her, doing exactly what she does, it works for me but not for her.
Please let me know if/when you resolve this. At the very least an explanation of what is going on would be good, then we can put up on the site an explanation that some corporate users may get blokcked