Start by reading this
Connection problems? Check here first!

Make sure you're only using 1 software firewall & that it's configured properly...don't run with no firewall.
There might be a firewall within your modem/router. Read the info in that thread above about using UPnP & port forwarding.

If you're stuck, give us some info
System details - help us to help you

You need to make the title of a thread a bit descriptive..."I need help" is not enough.