I had a similiar issue and I discovered that if I set my firewall to allow all I could download, but as long as it is set to Normal it was stopping me from downloading. Don't know if this would help you or not, but it might be worth trying.

Also, if you don't have PeerGuardian, I'd suggest running it. It won't hurt your connections but will help to keep your computer private even if you have to disable your firewall.