What provider (ISP) are you using? If you are using the default ports (6699 and 6257) then your ISP may be blocking the ports, so you should try another port (Some ISPs block all incoming connections). If you really can't figure it out, you should set your WinMX to "Unable to accept incoming TCP connections" as a temporary solution. That will make people able to download from you, but you won't be able to download from those who have WinMX configured in the same way