Could you please expand a little on the above felix.... have you got a secondary connection atm & have you tried to connect primary & failed or do you just need to know how to change it?
also a little more info such as what winmx version/patch you are using ... latest can be found here
https://patch.winmxconex.com/what operating system and security.... also what modem/router make & model & have you forwarded ports ?
The more info you let us have the sooner we can figure out the problem