Do you see the firewall icon (brick wall)? Have you configured your software firewall? Make sure to only use 1 firewall! You'll find a link for firewall config in the thread below, as well as lots of info about connection problems
Connection problems? Check here first!

Do the port test & see what result you get. Check out the info about enabling UPnP & port forwarding - you might have to use one or the other to configure your modem/router. If you're still stuck, post back with your details... the connection problems thread'll tell you what info we need:wink: