Hi Coopernam,
1s, if your winmx loads do u just get the connecting flashing yellow ? if its finding an outside port but not connecting it could be your firewall that's built in a service pack 2, because they cause a lot of problems stopping outgoing programs,
2nd, does your router recognise your firewall ? or have you got an integral router with firewall ? if so then you must disable the sp2 firewall or they will conflict each other.