hi livinxnxsublime
From looking at this attachment im not seeing any actual info about the rules you have set so far.. so let me just tell you a few things..
When your making this New Custom service you need to have it like this
Service Name: WinMX
Global Port Range: 6699 - 6699
Base Host Port: 6699
Protocol: TCP
Enable
Service Name: WinMX2
Global Port Range: 6257 - 6257
Base Host Port: 6257
Protocol: UDP
Enable
When you are finished, click the Next then Close button. Then select the application you created using the Service Name drop down box. Then click Enable to enable it.
Do that with Both new rules.
Is this how yours is set, and are you sure that the 'Current Profile' is set to the PC that is running WinMX?