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You may be able to use a vpn service if they aren't blocking that also. I have used the free version of http://proxpn.com but not out of the us. Basically you tunnel your internet browsing to another country so it goes from where ever the vpn pops out to the website and there is no uae firewall inbetween.
I will make a couple of assumptions on you setup. First, you have some type of highspeed internet. You have a retail type router/firewall plugged into your internet modem. You are using a VPN Client software installed on a PC or Laptop. By stating that when you connected using your Ethernet cable, you were plugged directly into the Internet modem.
Basically, what you have here is a configuration issue with your Router/Firewall. I use the Cisco VPN Client Software from home. This software uses UDP over TCP port 10000. Your VPN Client will use something along this line as well. So, you need to do one of two things here. Determine what Protocol and Port your VPN software uses. Login into you Router/Firewall and add that to your outbound allowed traffic. Or login into your Router/Firewall and configure it to allow all outbound traffic.
If you are not sure how to do this, the documentation that came with your Router should contain a Tech Support number to call. They can walk you through this in short order. Otherwise, post your EXACT make and model of your Router/Firewall and I will try to get the information for you.