On my computer, I've noticed that sometimes my TCP port isn't firewalled and my UDP port is firewalled (our new router is very screwy). When my UDP port is firewalled (which is indicated by seeing "DHT Firewalled" in Azureus, and I'll usually get a warning message as well), I'll see that I'm firewalled on here, but not on other sites.

If that happens, you may want to pick another port in the range you've got open.