The most common problems resulting in what you have described are firewalls stopping traffic and router configuration.
Since you said you've tried the firewall on and off, it sounds like forwarding the ports in your router would be the best place to start looking.http://www.portforward.com/english/applications/port_forwarding/WinMX/WinMXindex.htm
check this page out, find your router and have a read through the page.
Setting up the router ports should help.
If it seems a bit complicated or would rather someone walk through it with you just to be sure, pop into the help room, just paste WinMX Community Patch_13A3F042BABE into the channel list filter and click join.
someone should be around to walk through it with you if you want. (might have to wait a few minutes, we're all not always at the keyboard but someone wont be too far away.)