Setup menu -> Options -> Service & check Forced Ultrapeer. Make sure Never become an Ultrapeer is disabled. Oh .. sorry this option is available in the BS 5 beta, not sure about your version.

As for the firewalled issue. The problem is either your software firewall or router, or both. Go to Windows firewall -> Exceptions, make sure BS is listed for both TCP & UDP & the port you wish to use. Make sure UPnP is also enabled which will be listed as a separate entity.

To remove exceptions from the windows firewall, simply select it & press Remove button.