i also have a web server, a mail server.... (i think it doesn't matter...)
Anyway all the trials are made from the webmin. Im not locally, but when i tried localhost:4712 it gave me the same error (access denied). I really don't know where is the problem really....
im working on a software company in spain and we go through a proxy server but i have already check with the typical modem (56k i think) and i get the same results (fyi)
If you want i send you my IP and i give you full access with the webmin... hehehe