Not that I'm any kind of a Guru, but had an issue once with another system where the user had their AV program, a separate Firewall program (Zone-Alarm), the Windows firewall (although that's easy enough to change), and a router, and they had to change/create settings/exceptions in all if them to get it to work.

If you have any combination (or all) of the above, then that may be the issue.

Also, if your in an apartment (or condo), and using a shared network provided by the landlord, then they may have a separate firewall you don't have access to, and therefore your out of luck (probably VERY unlikely, but I have heard of it).

Anyway, like I said, I'm no guru, but hopefully one of those points may help.

Cheers