Hi KittieBug,
Sounds like your WinMX just needs some tweaking and that possibly you have a firewall or router/modem that may also need configuring to work.
Stop by the help room on WinMX and we can get you fixed up.. but be patient with us if no one answers immediatly.. lol
WinMxWorld.com Help_98719F510D3D
Click the Chat button on WinMX, copy and paste this name above (make sure you dont copy any extra blank spaces at the end) and paste this into the Filter bar located on the WinMX Chat screen.. and then click Join on the right.
Should deliver you to us for help with set up.