No secondaries is a port issue, this is usually down to router or firewall configuration, sometimes an ISP blocking.
This is the first place to look, sometimes on some systems ZA refuses to play nicely with WinMX, but if you're still seeing S=0 with it disabled this isn't the issue here.. but if it does cause problems Sygate or Kerio are good alternatives.
www.portforward.com is a good site to look for router config instructions, & if your ISP is one of those who block (mainly cable companies) changing ports often overcomes this.