Can't see why it shouldn't work for you--everything looks right with your set-up. The current OSX versions are working very well for me, so I can't say it's a bug. Which version did you download, and any chance you use a router as well?

You can monitor the atttempted connections in the connections pane--perhaps that will give you more clues.

What do you think of appealing for a tool that will analyze gnutella connection quality?