Depends which version of BearShare you are using. You didn't tell us.
If you are usiing the BearShare 5.1 Beta version which uses Forced-Ultrapeer mode, then it is possible to connect whilst not port forwarding, but you will be a "firewalled" ultrapeer. (Unless you are using a dial-up modem.)
It seems like most of the BearShare 5.1 Beta users 'firewalled' connect as firewalled ultrapeers.

If you are using any other version of BearShare, you should not need to port forward if you are using a version 5.2 or later, or if you only wish to connect as a Leaf without connecting as an ultrapeer.

If you are using a software firewall, then you should add a firewall exception for BearShare. You may need to re-add it if the BearShare version has been changed.

The changing of the Freepeers file trick was intended to mostly apply if using the BearShare 5.1 Beta or if wishing to connect as an ultrapeer. Something else not mentioned there is the m_everUPExpire = .. which can be set to zero, because it always expires if BearShare has not been used in 28 or more days. Setting that to zero seems to trick BearShare into not knowing the expiry date. m_everUPExpire = 0 ;

I'm guessing you are either not an administrator of your computer or you are connecting from a network, either at school or work, thus unable to port forward via gaining access to the router/modem's firmware control interface.

You will know if you are firewalled if using the BearShare 5.1 Beta if you connect, but only connect to 3 or less Leafs, and if the indicator top-right of the window is flashing yellow & says you are firewalled when you hover your cursor overtop. Being TCP firewalled is the worst because BearShare uses older gnutella technology & handles search queries via TCP. I'm talking about handling search queries from other hosts passing through your BearShare which end up being blocked. Being an ultrapeer is like a link in a chain of hosts. An ultrapeer's objective is to help other hosts to connect to the network, and to handle search queries from other leafs & other ultrapeers, some queries sent from distant ultrapeers.

Although BearShare 5.2-5.3 is supposed to have UPnP support for port mapping (not sure how well it works), the downside is the program has an internal behavour that upsets some hosts on the network. If using 5.2 or higher it is highly unlikely you would connect to any GTK-Gnutella hosts unless they were old versions. The console would show a message like: Auto Host x.x.x.x ("gtk-gnutella/1.0.1-1-ge9769 (2014-03-05; GTK2; Linux)") dropped: response code: 550 'Hostile IP address banned
I saw many of these messages when I tested out BS Lite 5.2.5. I connected as an ultrapeer eventually however by copying details from the BS beta's freepeers file. BS 5.2 Pro has the same behavour that upsets GTK hosts. BS 5.1 appears to be fine for many GTK hosts as long as it's not tcp or udp firewalled.

I use bearshare 5.2.1 but still the first light is always red it means that he hosts are not connected. Do you have any solution for that? I think my fire wall is not blocking the Bearshare since I also use the solution from the "New Trick To Make BearShare Connect To Gnutella!" thread but still it's not good and only connect sometimes unlike before. Before it was all good I had good connection and could download anything I wanted the first light was always green. How will I do that now? What do I need to download aiditionaly except the host.txt document? Also where I can find those hosts list up to date?

Or maybe I should do something else that I am forgeting about beside addint the exception to the fire wall and replacing the host.txt exe? Which is the best bear share version that is working without the port forwarding?

Will that be my solution? Do you have any idea? And thank you so much for your reply I'm sure I'm not only one with this problem