Forsaken

Well i found a article in microsofts knowledge base
Q240429
Acccordig to this Forsaken is a DX7 application and is using:
2300-2400 TCP & UDP
47624 TCP & UDP

Kali

If ping works and Kali still won't connect you might be on the wrong side of a "firewall". Firewalls are setup for security purposes and these firewalls typically block all UDP traffic. Kali does most of it's communication on UDP ports 2213 and 6666. if you can get these ports opened on the firewall you should be able to play. Kali tracker port is 22999

GameSpy Arcade

Working Around the Firewall / Proxy
If you are behind a firewall/proxy and are able to change its settings, Arcade needs the following TCP ports open in order to function:
6667 (IRC)
3783 (Voice Chat Port)
27900 (Master Server UDP Heartbeat)
28900 (Master Server List Request)
29900 (GP Connection Manager)
29901 (GP Search Manager)
13139 (Custom UDP Pings)
6515 (Dplay UDP)

MSN Gaming Zone

The following TCP port must be open:
80
443
6667
28800-29000