Iґm authoring courses for a third party, so I output them as an executable CD. From the CD they run just perfect. When my client puts them on his intranet, they do not run at all. Could it be a firewall related issue? They are running Windows XP.

As you will have noticed, you can run the published for CD modules from alost any media.
It will work equally well if it is run from a CD, your or any other HDD or a USB stick. The links between the pages are relative not absolute. So copying it to a server should be OK.
Now what is more likely is that the module uses javascript. So the users must have javascript enabled on their PC.
There are also what the browser will see as pop ups.
Check that both of these are OK first.
Next what does the intranet run on, it's most likely to be MS based. There may be some issues there.