Firewalled??

Hello i use a wireless internet connection, i have McAfee firewall and the one that comes with xp s2, the problem is that the only p2p software that almost works is limewire because the others always apears to be behind a firewall the thing is that i have not only open the ports i even have try shut them down and my internet provider says that my card that i use to connect and the internet network is not firewalled. so what else could be?? so i can get i better connection. Hope some one knows or can give me an idea! thanks