If you really want some help, you should give some more information, like the programme you're using: is it Gnutella, or something else?
Do you work with windows, or do you use a Linux distro.

did you install the program correct, does it start, then you need to tell it at which port to 'listen' (e.g. 6688). When you use a firewall, you have to tell the firewall-program to open up that port.
After that it should work.