Yep, this is sounds like your router settings, you will need to portforward your tcp and udp ports. You probably already did this, but for some reason the router has cleared the settings, mine does this from time to time to. If your not sure what to do visit www.portforward.com
select "fowarding" from the top menu, then chose your routers make and model, then select Winmx. Dont forget you will need to forward both 6699 tcp & 6257 Udp (Winmx default) if your using winmx ports other than the default, you will need to forward these instead.
Any problems post back here with make and model of your router and we will provide further help