|Ports not open. |
Either ISP, router, modem, xp could block ports/protocol.
Most of the devices have a web based config page. Everyone has online doc's. Basically you either set you computer in ip range and directly connect to each device to config. Some have by default (might have to revert to OEM state) dhcp enabled and you just connect and use either IP address or name to connect to device.
Contact ISP to see if they block ports. If so you can sometimes change ports. Kind of a hassle.
You should keep firewall's up at all times.
"Best Practices", Event viewer, host file, perfmon, antivirus, anti-spyware, Live CD's, backups, are in my top 10