Your download problem might be a simple license issue:
http://www.gnutellaforums.com/showth...176#post154176

For your firewall problem, have a look here:
http://www.gnutellaforums.com/showth...threadid=51357

Pay attention to configuring your firewall. Don't have 2 firewalls running at the same time. Also take note of the info about UPnP