No, that message is saying you "are" behind a firewall & thus, you won't be able to direct connect. Here's what it should look like: Direct Connect search selection with ip showing (click on link). The only way around this is to follow the firewall configuration instructions I gave earlier.

Unfortunately, due to the upgrading of the forum software the person's example image below mine in the link where their ip also wasn't showing is corrupted so you can't see what their problem was. But it's the same as you.

BTW I use Photoshop & ImageReady & generally reduce the size of the image before posting (keeping width below 630 pixels.) I post gifs since reducing colours also helps reduce file size.