Hi Big P welcome to the site
You need to forward ports in your router that you got from your ISP
Go to
www.portforward.com and see your router model there in the router's section.
A tutorial will be given there on how to forward ports for winmx there
Port defaults are:
TCP 6699
UDP 6257
You can forward ports for any other number you might like
After you have done so, go to winmx>settings>Incoming TCP and set the option to listen to port xxxx (the port number you forwarded for TCP)
Same for winmx>settings>UDP in out. Again set the option to listen to xxxx (the UDP port number you forwarded)
You should then be able to connect to primary. Check if your download and uploads run ok and if you get search results and chatroom results.
Cheers