Hi Nikky,
It sounds like you have been fooling with many things.. lol
you shouldn't be touching hosts files or anything, those are system files and you shouldn't have to mess with important system files to get a program to work!
So since thats the case Id like you to follow this to the letter ..
1. Unistall all winmx versions you have on the Computer, shortcuts etc.. everything.
2. Uninstall or remove any Peerguardian or PGlite programs you may have installed.
3. Download and Save this file to your computer
WinMX 3.54 w/ WinMXGroup Patch4. Double click to install the file after its finished downloading.
5. Remove WinMX from any firewalls you have running (remove the allow rules for it).
6. Restart your WinMX and allow your firewall to ask for WinMX to be allowed again, or re add it manulally.
If this still is not connecting please post back to use and give us some details about your system
What firewalls do you have installed (even if disabled)?
Have you checked the XP firewall is off (if you use other firewalls)?
What Antivirus or anti spam etc.. types of programs do you have installed?