Don't listen to [edit]... checking that box will make it so you have little chance for successfull download.

Uncheck the "behind firewall" checkbox, and open up a port in your firewall (pick any unused port I believe, I use port 2112) and point that port at your PC, then go into the "Local Properties" and select "Set incoming Port to" and put in your port number (2112 or whatever)

Good Luck,

Dan K