This is usually because TCP packets aren't getting through, the first place to look is your firewall/router configuration, make sure that TCP is forwarded to WinMX correctly. Also make sure if you're using Norton AV 2005 that WinMX is set to allow in internet worm protection.
If that is all correct your ISP may be blocking the default port for WinMX, changing it to a different port number often fixes this (remember to make the settings match in any router). Some good numbers to try are located here:
https://forum.winmxworld.com/index.php?topic=1206.0.htmlIf that still doesn't help try setting WinMX as Unable to receive in settings for TCP & try on a secondary connection.
