Hmmmm...you may have to talk to your hosting provider then. Perhaps they are preventing your web server from initiating http requests. Or perhaps, you need to use a http proxy within that network. Perhaps try using fopen first, just to see if that works before getting your hosting provider involved:
<?php
// For PHP 5 and up
$handle = fopen("http://www.example.com/", "rb");
$contents = stream_get_contents($handle);
fclose($handle);
?>
<?php
$handle = fopen("http://www.example.com/", "rb");
$contents = '';
while (!feof($handle)) {
$contents .= fread($handle, 8192);
}
fclose($handle);
?>
By the way, do you have shell access? And if so, did you try wget or lynx (or even curl?)