you may be able to download from other hosts because they are not blocked on their end. Your router/firewall allows requests YOU have sent, so the replies are not blocked.

If someone tries to connect to you ("incoming connection"), they are blocked by your router/firewall.

Even when you are blocked, A third party might help negotiate the transfer, but those third parties are obviously very busy helping all the people who cannot accept incoming connections.

See the graph of who can accept incoming connections at http://www.limewire.com/english/content/netsize.shtml

See the problem?

In other words, if you can accept incoming connections, you'll have one of the best connection set-ups.