The following thread link has 3 sections. One discusses software firewalls, the 2nd modem/router internal NAT firewalls solved by enabling UPnP, the third about forwarding a port when UPnP doesn't work well or isn't supported; see Connection problems? Check here first! (click on link)

BTW even though it's a different section & program, I say something similar here http://www.gnutellaforums.com/showthread.php?t=61028