Hi Dennis windows7 has a firewall set by default i would suggest installing the winmx you have installed (including the folder in your c/drive programme files ) as it sounds like you have a older version installed and reinstalling using the winmx comunity patch available the patch page (link at top of this page on left hand side ...this one also automatically forwards ports if needed
Before you reinstall go to start>>>> control panel >>>>windows firewall firewall & go to turn windows firewall on or off & check the boxes to notify when windows firewall blocks a new programme .... if it is still blocking after reinstalling go to start>>>> control panel >>>>windows firewall firewall >>advance settings once reinstalled as you can set inbound and outbound rules from there
Hope this solves your problem