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Thanks Andrew
I have allowed access to the following domains (amongst others)
akam.net
akamai.net
akamai.com
akamaiedge.net
akamaitech.net
akamaitechnologies.com
sophos.com
sophosupd.com
sophosupd.net
But still am unable to install the free version of sophos. I get the error "The installer cannot connect to sophos, although your mac appears to be connected to the internet"
The installer was working until last week, I noticed that the sophosupd domains being used and added those but i am clearly missing something. Any help would be much appreciated