If the checkbox is unchecked every time, this means your router is incompatible to UPnP...
...or maybe it is deactivated...

Have a look at the Shareaza Wiki on how to proceed: SourceForge.net: FAQ.FirewallsRouters - Shareaza Wiki

mfg,
Old

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@Old death thank you, I'll do that.

The problem is relatively recent and I've made no changes.

Bingo! Connection is now fine. A person who is only semi-computer literate,working out what questions to ask can be the hardest part.

I made THE basic error; I ASSUMED simply putting Shareaza on the exceptions list would do it.

Thank you for taking the trouble.

Addendum: it's gone again,after working spiffingly all day yesterday,