You will see the Regular connection did not go through. Trying alternative. message appear in the chat window when your firewall is blocking traffic to the TCP/IP and HTTP ports used by the ParaChat Basic chat room to communicate with the ParaChat server. This is also demonstrated in your Java Console, which will display:
connecting to 6543 parachatfree.com
connecting to 8080 parachatfree.com
Your firewall would need to be configured to allow TCP/IP traffic on port 6543, and/or HTTP traffic on port 8080, so that you can connect to the chat server from behind your firewall using one of these two available protocols.
Be certain to review the data contained in your web browser's Java Console for specific port and host information for the chat room to which you are connecting.