Make sure XP firewall is disabled!
Make sure UPnP is enabled on your Linksys device. Log into it & check your UPnP option. It will have an internal firewall. You didn't specify exactly which model.
There is a possibility your apt complex has a firewall in there somewhere. Let's hope not.

Thanks kdev, actually that fix is already used by our forum long before you posted yours. But we appreciate assistance to forum members. That same fix applies to non-Vista users also but it won't fix all people's problems.