OK, now you are pretty sure it isn't the XP firewall that is blocking.

This means there is another firewall somewhere else (it might even be with your ISP).

Take a look through the stickies again, but it might be a good idea to call your ISP first to make sure they are not restricting filesharing to the gnutella network. If they are not restricting, then the block is somewhere (a router?virus protection?) in between.