As Chris mentions Winmx started as an opennap client, its advanced into what it is today but still supports the OpenNap Protocols.
OpenNap is great except one thing, in order to finish a download you must be on the opennap server, and files found on OpenNap will not find sources anywhere else, including the same server. The hash system is totally different there fore you have to complete that download from that same user..
Your Peer Guardian Blocks on HTTP should be off, HTTP should be allowed at all times.