I don't mean any disrespect, but I would guess that you don't _know_ whether or not you have a firewall blocking your connection attempts. If you have XP, you're probably running SP2, and even after turning the included firewall off, that doesn't guarantee that all firewalling within XP has been removed (I remember reading lots of "issues" at Tech Support Guys where after the FW was supposedly turned off, things were still broken).

Are you using a firewalling router between your machine and the internet? That is yet another possible place that needs investigation.

Generally speaking, those that definitely have a clue are those that post details about what firewalls they do have, and what they've done to open those up to allow the testing they are attempting to do.

-Scott