Sorry, but essellar provided some inaccurate information there.
fsockopen() is enabled on all Free Hosting servers, however we have a firewall in place that restricts traffic to only a small handful of outgoing ports (such as 80 and 443). If you need to connect out on a port that is already open, then you should be good to go (barring any programming issues, which someone else here may be able to help with, otherwise look for an app that already has it implemented and use that). If the port you need is closed, it is highly unlikely that it will be opened.