External access required for RSS importing?

I'm trying to use the Feeds & Notifications feature to import external RSS feeds as content, but I keep getting an "Unable to connect to the remote server" error when running the import.

I'm presuming that there needs to be some kind of external access by the webserver to import the RSS feed, and that my SysAdmin has all outbound connections blocked (citing security reasons), causing it to fail.

Does that sound right? What access does Sitefinity/IIS need to access the external feeds, and how can I explain to him that this access would be considered 'standard practice', as opposed to "DENY ALL THE THINGS!" ?

If you just type the URL of the RSS feed directly in your browser does it give you an access denied error?