Have you made sure the xp firewall is either switched off or configured to allow winmx?
You'll find a tutorial on how to do that
here if you haven't seen it already
That firewall is well known for switching itself on again after updates etc, so it's worth checking.
Are you running some kind of Anti-Virus maybe that might block access?
Norton security for instance is sometimes causing troubles etc...
Other than that you could try our
beta Patch which forwards your ports automatically per uPnP if your router supports that.
(It has an issue with OpenNap though, so don't use if you plan on going there.)
Good Luck!
