Great ok Wraith,
Here is what id like you to do:
Go to Start > Run > type in
cmdThen click OK
Now in the black box I want you to type
ipconfig /allThen Hit Enter
Its very likely that the IP Address listed in the black box is different from the one that you originally set rules up for. Take down the IP Address as its listed there and then close it and go to your router for me. (not to be confused with the Default Gateway Address)
Go to the Application and Gaming Screen and from there click Port Range Forwarding. You should now see older rules you had and places to add new ones.
First of all make sure that WinMX is still listed there with '
TWO' rules one for TCP and one for UDP.
If you do infact see two rules next make sure that the IP Address they are forwarding to is the same as the one you got earlier. If not change it to match.
Next make a note of what you used as your TCP port number and what you used for UDP.
If there are no rules for WinMX add them as follows
WinMX 6699 6699 TCP 192.168.x.x (x's being your actual IP Address) and Enable
WinMX2 6257 6257 UDP 192.168.x.x (same ip as above)
Then apply any changes made and open WinMX.
Go to the Settings > Incoming TCP and double check that the top option here is ticked and that the correct port number is being used.
Now go to In/Out UDP and do the same.
Once this is finished just a matter of making sure that any firewalls are set to allow WinMX and that if you dont 'normally use the XP one' (your using something different as a firewall) that its OFF or if you Do use the XP Firewall you have ports added to it as well.
https://www.winmxworld.com/tutorials/firewalls-xp-sp2.html instructions for XP SP2 firewall.
Then if you made any changes restart everything and let me know how you get on.