Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.
C:\Documents and Settings\>ping 66.220.2.74
Pinging 66.220.2.74 with 32 bytes of data:
Reply from 66.220.2.74: bytes=32 time=172ms TTL=52
Whoops, I was wrong. Posted my reply a bit too fast I guess. Obviously you need to be able to ping your own external IP4 from another connection, not that 66.220 address from HE. I misread the error message you quoted

So yeah, as jimb already said: just configure your router to respond to pings.