Hi Frank.
I seen you talking yesterday in the cricketmx chatroom to mrs me here about the issue of the isp blocking the ports.
I remember mrs me here saying you should complain at your isp, i am sure you will get an answer from them if they are blocking the ports or not.
That would be my step 1 also. Off course there could be more reasons why this problem occurs.
First we have (if you have one off course) the forwarding of ports in your router. The router has to know what to do with incoming and outgoing trafic on those two ports tcp 6699 and udp 6257.
Second there is the issue of the firewall (and again if you have one off course), a firewall as well will need to have the ports as above opened for trafic otherwise the testwesite you visited will give the same error.
Some people even don't know they have a firewall, if for instance you use Windows XP threre are even two possibilities. One is you don't have service pack 2 installed, then there is a firewall in your network tab, rightclick on the connection you use go to properties and then the last tab of it, make sure it is off.
Second if you use service pack 2 it has a firewall itself. In this one ports are to be opened, for more info on how you can look at my website
http://computerlandchat.tk in the section XP service pack2.
There is even more possibilities, but i doubt if those are set wrong for you, first you should have set the bandwidth of winmx unlimited and second you need to have a primary connection.
On your worries about the isp blocking ports i have an interesting suggestion, you can change the ports winmx uses in the settings, i know it works even in the 16000 range, i wonder if those ports are blocked as well.
You could try to use tcp port 16000 and udp 16020 for instance, but don't forget, router and firewall must be opened/forwarded as well off course.
Now i hope this brings you something on the issue, good luck and please post here what you discover.