Connection problems? Check here first! It's my understanding your router model is not the best at using UPnP (though other Linksys models tend to be fine.) See if you can find a firmware upgrade to your device. Otherwise, manual port forwarding might be the go.

But 1st, check to see that the issue is not your XP firewall. Alternate instuctions for your XP firewall:
1. Settings for XP Firewall, & 2. Setting Up WinXP Pro FireWall