what kind of firewall are you using?
you said the program is allowed as an exception through your firewall.
have you correctly forwarded the ports through your router?
if those two settings are correct i can't imagine what the problem might be unless your ISP has started limiting banwidth on popular known P2p ports, but this usually results in slow DLs/ULs not complete stoppages. if that's the case, manually change the port or have the program sleect a new port to run through.