I guess Microsoft Netmeeting is probably the most common software. It is free and it is not hard to use. If you can't find it, click on "start" and select "run". Type in "conf" (no quotes) and Netmeeting should start.
You can connect your friend's NetMeeting directly by typing his/her ip address. Or you can give your ip address to him/her. Also, Netmeeting only provide one on one video and audio conference. Other members require to chat by text.
There are some others conferencing software Yahoo Messenger MSN Messenger AOL Instant Messenger ICQ
You can try solving this problem (if this is indeed the cause) this way:
1. Let the other person host a NetMeeting conference 2. The other person should call/email you his or her IP address 3. Then you connect to the conference with his or her IP address
Of course, if that other person is behind another firewall then it won't work.