cannot connect vista problem???????

[chevyhhrblk]

hello i'm a newbie to windows vista,i did some research on your site and i tried the 15 steps to set compatability when i got to the screen to check the box to run this program as administrator i couldn't check it,followed instructions to rt click winmx icon and click properties andetc wouldnt let me set it there either,very frustrated,i never had this problem before... when i try to connect it never does stays yellow says connecting... i have a firewall from embarq and wireless router 2wire 2700hg-s ,dsl connection help please!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! i want to share..............also if i need to portforward please help behind a proxy server,i would like a primary connection thx