Unfortunately I'm in the same boat as realist on this one. We have to connect out to external database servers, and as such the network administrators have set up the firewall to only allow specific IP addresses through. Bit of a problem when you're assigned a dynamic IP every few hours, so this is impossible. All of those dynamic IP hosts offer a one way DNS service for you, such that anyone trying to get to you can always find the dynamic host, they do NOT offer any static IP functionality.
The only way we've managed to get around this problem, is by having a modem and a standard 56k dialup with static IP option. We dial up whenever we need to connect up, and disconnect when done. Have set up the machine (Windows2000 Server) with the modem with Routing and Remote Access, and have added a static route. I changed the 0.0.0.0 metric to 2, and added the specific IP we connect to as metric 1.
There isn't any real way of getting around this one I'm afraid.