Your TCP port is either blocked or not correctly forwarded at a guess, this is generally the cause of this, have a look at the top of the main window after winmx has been running for a while, you'll see P=? s=? & spm=?????? if S=0 after a while running it confirms a problem with port forwarding. i recommend rechecking the port forwarding setup, you don't state which av program you're using, but if it's Norton 2005 or later, check winmx is allowed in internet worm protection.