Sounds like your firewall is blocking connections you can check for this by turning your firewall off for a while and checking if connections are being made if this is the case then please check out the site below it should help on configuration
http://articles.techrepublic.com.com/5100-10877_11-6131599.htmlparticularly
#9: Inbound and outbound rules
You can create inbound and outbound rules to block or allow connections for specific programs or ports. You can use the preconfigured rules or make your own custom rules. The New Rule Wizard guides you through the steps of creating a rule. You can apply a rule to programs, ports or services, and you can have the rule apply to all programs or to a specific program. You can block all connections for that program, allow all connections, or allow only secure connections and require encryption to protect the confidentiality of the data sent over the connection. You can configure both source and destination IP addresses for both inbound and outbound traffic. Likewise, you can configure rules for both source and destination TCP and UDP ports.
Also worth a check is the following link
http://searchwindowssecurity.techtarget.com/tip/0,289483,sid45_gci1217062,00.htmlAs its a new pc might be worth as ]}(¥)® Юágöñ GóÐÐ맧 said above checking your ports are forwarded this can be done using the link below and selecting & clicking on your router/modem and picking winmx from the list
http://portforward.com/english/routers/port_forwarding/routerindex.htmLast but not least go to the link below
https://patch.winmxconex.com/get the Install for Multi-versions Patched & try re-installing
Hope this is of some use to you