I did all that was suggested here to get connected but still had probs. It appears two things were happening in my case. I have a 2Wire router. As directions in this forum indicate you need to make an exception in your router. OK fine. I did that.
Also since I installed HFS on my Vista machine I noticed that since the Win Firewall was running I added an exception there to and pointed to port 81. When I did this everything went well. Just doing the exception in the 2Wire router never let me pass the HFS test. Seems you have to make changes on your PC as well if you run Win Firewall as well.
Just my two cents (but it worked).