Old Death - Thanks for the answer. I already did set the port forwarding in my wireless router. Apparently it didn't work, since I never pass the connection test. I followed the instructions from the Shareaza Wiki, and the PortForward.org site referenced therein, which contained instructions tailored to my router, a Linksys WRT54G2.

I went to the Applications & Gaming section and under Port Range Forward entered Start port 16346 To port 16346 (I also tried port 6346), which is the port I set in Shareaza, and set Protocol to Both. I entered the static ip address which I set in Network connections and verified via ipconfig (I also tried two different IP addresses in case there was some issue with that), and I checked the Enable box. Then I clicked Save Settings, and it says settings successfully saved.

I turned off Windows Firewall and Norton Firewall, and I don't believe I have any other. Could this have something to do with settings on my DSL Modem (ZyXEL P-600)?

Anyway, Shareaza keeps giving me that firewall warning and I always fail the connection test, but it seems to be downloading ok now. So I guess it's a mystery of little significance now.