The brick wall suggests you have a firewall issue for a start. See Setting up an exception for LimeWire in your software firewall (click in link) but of course you would add FrostWire, not LimeWire in the exceptions of the Vista firewall.

Check your control panels & see if you have any other firewalls. Usually if using another firewall an icon will show on bottom right of tray.

Also, 2Wire devices often need port forwarding when using p2p sharing applications but let's try the above first.