Scroll up to post #20 & answer Sleepless's questions (post back with the answers). Do the port test & see if it works.

Make sure that you're only using 1 software firewall & that it's configured properly
Firewall setup
Read through this thread, it's got heaps of info
Connection problems? Check here first! Your modem/router has probably got it's own internal firewall... check out the info about enabling UPnP & port forwarding.