Most hotels use NAT. They have one (or a limited number) of public IPs and so they distribute private IPs. As a result they are not redirecting incoming server traffic to any of those private IPs.
When you request a web page (via a server running, typically on port 80) the NAT router remembers that your specific computer asked another specific computer for the page, so when its returned from the server it allows it back in.Traffic that gets redirected can sometimes get hung up with NAT.
They may also have a firewall, which is something that prevents outbound traffic,IE doesnt allow you to connect via SSH (port 22) to a server or VPN (various ports). They can also do inbound filtering, although NAT is usually sufficent.
If you are having problems, and you know you can access those kinds of services from home (or elsewhere) try VPN. You can setup a VPN router or server at home, or try a comercial service. Another- and far more geeky way- is to create an SSH tunnel for the traffic. You can use a program such as Putty (windows XP) to encrypt traffic b/t your computer and, say, your home computer.
That all being said, if you are using a connection at a hotel with out a VPN you may really want to consider finding a solution. Using a VPN not only protects your traffic (at least from the eyes of other guests) but basically removes you from the hotel's network which really protects you against worms and hackers,great idea anytime you are out of the office or home.