If running Xolox at home and you have your computer directly connected to the internet, there should be no problem at all (after replacing the lastest hostslist.txt).

But it might happen that you are behind a firewall and not allowed to use filesharing (Gnutella), using Xolox at a university or company network might be blocked. Can you use any other Gnutella client like Phex, Limewire or Bearshare? (if Bearshare don't forget not to install the Spyware, which can be choosen at installation time). Yuu find a fine overview at Zeropaid.
If one of the above mentioned clients works, also Xolox will work. If no gnutella client works you should change your firewall/proxy settings or talk with your local network administrator.

Does it help? Cya, Moak