Configuring your firewall
The next thing to do is to make sure that your firewall is not blocking your chosen port (TCP) in any way (allow access in both directions, to all IP’s). Please configure your firewall now (read the manual that came with your software firewall or router). You may have a software firewall installed on your clients, or a firewall built into your modem/router. Most routers do not have the firewall enabled as default, because they are not really necessary when using NAT.
Your firewalls will also need to be configured so that they allow outgoing connections from any port (Azureus will randomly? select a port for outgoing connections) to any IP and port (because other peers could have any IP address, and could be listening on any port).
If you are using a NAT router, and are not sure on how to configure your firewall - Disable windows firewall (and other software firewalls) and your routers firewall (NAT works as a firewall in itself remember). If you use a bridged connection - make sure you have a software firewall running, that is correctly configured.
To configure the Windows XP SP2 inbuilt firewall:
Click – Start…Control Panel…Windows Firewall
(If you can’t see “Windows Firewall” in the control panel, click “Switch to Classic view” on the left)

Then click Exceptions (tab)…Add port

In the Name box type something like “BitTorrent”, in the Port Number box enter your chosen port number.

Press OK, then OK.
Please note that if you are using a NAT router, a software firewall may provide additional protection but it’s not really necessary. This is because NAT acts as a firewall itself. If you are having problems configuring your firewall, it may be easier to disable it.