Is it working ok with XP firewall only running? Normally if running ZA firewall, you should disable XP's firewall from the control panel.

I'm not sure which port the chat rooms run on but I'd have presumed it would be the same as FrostWire uses, otherwise the devs should have warned us about this. Go to FW's menu bar, Tools>Options>Advanced>Firewall & see what port is listed. I have no problems connecting to the chat rooms & I use port 6346.