If you're on Windows, I'd recommend to install UTorrent 1.6 Installation Program, you can d/l it off here:
http://www.utorrent.com/download.php
Then do the following: Options/Preferences/Network.
You will see on the bottom of the small window something like Encryption Protocol (my client is in Spanish) and 3 options, select Enabled and mark the Allow incoming connections thing (or whatever in English).
Then click OK.
Hope it helps.
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