hi Wesdancin
Welcome to the site hun. I want you to open your WinMX now.. go to Settings button, on the list on the right you will see Outgoing TCP click this once for me to highlight it. Now on the right I want you to make sure you left this to its default settings. Make sure you have 'Dont Use a Proxy, Make a Direct Connection' ticked here.
Then on the list again click on Incoming TCP and make sure that is set to 'Unable to listen on..'
Now on the list click on In/Out UDP and do the same, tick 'Unable to Send ...'
Then Id like you to restart your WinMX .. completely close it down and restart it. Let us know if this worked. If not then we need to know if Kerio is the only firewall your using and did you allow WinMX in it?
Some new versions of AVG have a firewall (not the free ones tho).. is yours one?
Have you looked to make sure your XP Firewall is OFF? (Control Panel > Firewall Icon) Disable this.