Whois servers normally accept connections on port 43. This means that your whois client should be able to transmit and receive data using this port.
If you are behind a firewall or proxy the whois lookups may not work. If this is the case ask your system administrator to open up port 43.
It is very important to be careful when using automated software tools to access port 43 whois servers. If you make too many connections in a short duration you will find your ip address blocked by the whois server.
Many registrars restrict the number of connections and the frequency of connections to their port 43 whois servers. This is to prevent abuse from people looking to mine the whois database for email and snail mail addresses.
Some registrars publish their whois server connection policies. For example, Nominet's whois policy is published at their website.