Radios which are on non standard ports may be blocked by your proxy. Or if the software you are using for radio does not use proxy settings, you hit a firewall.
But for application manager (which uses the proxy settings) it is pure http afaik. So it could be that the destination websites are blacklisted.
For application manager, you should take the repositories and check them one by one in a browser,
example try to access this website from the browser:
http://repository.maemo.org/pool