Hi Elbigote,
if you can download fine but just your uploads people can not connect, its possible your firewall is blocking full access, or if you have a router, modem, wireless setup it coupld be a port error,
can you give us a little more info, what WinMX your using, your connection (dsl, cable etc) have you got a router, more than one pc connected to your router, what firewall you have etc ?