I think that your TCP port is blocked
Go to
www.portforward.com and see if your router model is there... Mostly it will be there, If not, then see some similar models. Port forwarding is almost the same is all routers...
If you have a modem, then it might act as a router also.. So please check the site for your model..
Also be sure that you put winmx on the allow list of your firewall. Since you can download, I think that you have already have put it, but it's always better to check...
Do tell what happened
Cheers :p