Thanks for the links!

The connection test reports that Shareaza communicates OK with my computer through my firewall. So no problem there!

I've installed Shareaza V2.2.5.7 RC2 (communication test reports OK for this version as well).

As of this writing I am downloading a file from firewalled source!! However, I had to wait about twenty minutes or so before the download started.

Whether this latest version of Shareaza helped to enable downloading from firewalled sources or not is, perhaps, debateable. But for now, downloads seem to be working from firewalled sources.