Netxfer doesn't work over NAT firewall

I have a strange problem, NetXFer (formerly net transport) doesn't work at all, I am behind an NAT firewall, all downloads I drag and drop to the download window, or type manually just time out, I am on winxp sp2 and have allowed "Net transport download manager" and "upnp" with the firewall but I cannot download anything, even jpg files, I can clearly see and download from the browser, any help will be appreciated.