I'm a little unclear, have you installed the patch yet? Can your provide some more info on what your running? Winmx version? Firewall? Router?
Sounds most likely that its a Router problem, you can visit
www.portforward.com select "forwarding" then choose your make and model of router, then select Winmx off the program list.
Don't forget you will need to forward 6699 tcp and 6257 udp, these are the default ports for winmx.
Also, worth checking to make sure you are actually trying to DL real files and not fakes, you can always head to the Winmxworld chat channel and try DLing something directly from one of the helpful folks there, or try Vladd Help channel, there are ppl to help you there pretty much 24/7.
Post back here if you have any problems. Good luck.
Ps. Also dont forget if your running the Pie Patch please make sure your using PG2, this will help keep fake files off the network.
<km - insert smartass comment here>