Then the problem is probably your modem/router that you connect thru. Enabling UPnP should also be done on this device since most high speed connection devices have internal NAT firewalls. Don't turn your software firewall off for your own security.

Have a look at the brand & model of your device & enable UPnP on it. If you're not sure how to do, then look at the entire thread here Connection problems? Check here first! (click on link) which includes the 2nd post. We can't help much if we don't know what your set up is.