your udp/tcp is perhaps getting buggered somewhere in the pipeline.
go to :"Settings" ->setup wizard and run through the setup process. if your computer is capable of receiving tcp/udp packets then winmx will let you set up as a primary, otherwise it will tell you that you must connect secondary.
if you must connect secondary, then you are having packets stripped and re-rrouted somewhere in the process. probably at your dsl modem/router, or even inside windows if you have ics or icf turned on.
btw icf (internet connection FIREWALL) courtesy of Micro$oft will create this problem also. but the good news is, that it is a very easy fix. turn it off.