If you are behind a firewall/router, are on a network or otherwise share or are sharing your internet connection, then its a problem your end.
You need to set your router/gateway to forward the DCC ports to your network IP address (192.xxx.xxx.xxx).
My advice is to install a software firewall on your PC and then make your router/gateway forward ports 1024-9000 to your IP. That way there will be no problems.
If you only want to forward a few ports, then you can edit which ports DCC uses by pressing ALT + O then clicking Connect, then -Options.
Click the advanced button and change the ports there.
If you are directly connected to the internet, then its most likely a problem with whoever is sending you the file. They are most likely behind a router themselves and have not set up port forwarding correctly or their firewall is blocking your connection to them.
