The connection between your client and xmpp.net is encrypted using TLS. The server requires TLS connections to other XMPP servers.
This means that if you can't connect to a friend, their provider is not configured to use TLS and the xmpp.dk server will refuse the connection. Your friend
should either convince their provider to enable TLS server-to-server connections, or switch to a provider that has proper encrypted transport support.
Since you can't (and shouldn't) trust your xmpp server, I require you always enable [Off-The-Record (OTR)][off-the-record] in your chat client.
This will give you end-to-end encrypted chat that cannot be decrypted while in transit and, depending on the settings of your client, will not be logged on your local machine.
xmpp.dk allows federated connections to all other *S2S TLS-enabled Jabber servers* so you can chat with anyone that has a Jabber account as long as their provider supports TLS and is configured correctly.
