Anywho, if you're looking for a "free VPS" rather than a VPN, there are some providers out there that will give you a free OpenVZ based VPS provided you maintain a certain amount of activity on their forums. A simple google search should turn up with links to these providers..
I've seen this problem pop up as well and I host my own stuff so I can rule out the firewall being an issue. What kind of game server are you attempting to add for starters? I've found that the server list addon will actually throw this error if you're trying to add a server that is password protected in some cases as well.
In addition to this, some plugins and addons may also call for images over a plaintext method rather than properly reverting to the underlying code base that's supposed to pull remote resources using the same method used to view your site (an example that comes to mind is the serverlist plugin for game servers, if you use map images from gametracker it pulls them over http by default). If you inspect your elements and determine it may be an addon rather than the core check the responsible module's Library.php (as an example) and make sure http:// links aren't hardcoded.