You need to portforward your router to accept emules port number/numbers. Go to portforward.com. look up your router and follow the instructions. It's pretty easy.

Windows Vista should manage the UPNP ports for you, you need to give eMule access through the Windows Firewall. Goto the Control Panel, then open the Security Center. Left-click on the "Windows Firewall" to manage the settings. On the "Exceptions" tab you can add any application or port you desire to pass through the firewall. If you still are having problems you can disable the filter for Internet NAT Redirection.