You need to forward a port on your router's firewall, preferably somewhere up above the 50,000 range. ISPs have figured out that certain ports are used by default for bittorrent and they limit them. Also use at least the lightest encryption settings on Azereus. Look through your router's manual for port forwarding instructions or go here for more info: http://www.portforward.com/
Make sure your bittorrent client (Azereus) has the same port selected as the one you forward on your router. Firewalled peers can only download from and upload to non-firewalled peers, but non-firewalled peers can download from and upload to anybody. You will definitely appreciate the increased download speeds if you are not firewalled.