Do the Bug Report for incoming as suggested earlier. If it's "True" then the problem is unlikely to be you, or at least with your set up. You do need to have available bandwidth, etc. I would compare direct connecting a little like browsing someone. One moment you can't, 30 mins later you can.

Ask your friends for more details. Do they actually connect with you but find no files. Or is their Direct Connect totally unsuccessful. When you browse someone, there's occasions when no files show up. But some time later another browse to the same source shows 100's of files. Both my direct connecting & browsing 'can' show different no's of files when I've done it some time later.

Are you able to direct connect with your friends? If not, then I suspect the problem might be with them.

Also, when you select direct connect search type, is your ip listed above the DC ip search box?