you need to forward the ports used by MSN, file sharing in this case, to your router
quote:
Originally posted by CookieRevised
The full list of Messenger ports:
Basic text messaging/connection to Messenger server: port 1863 or 80 TCP and 443 TCP
File Transfer*: 6891-6900 TCP (this port range is not valid for MSN Messenger 6 clients sending/receiving to other MSN Messenger 6 clients)
Webcam**/*: 9000-9999 or 80 TCP
Audio*: 5004-65535 UDP
Video Conference (XP only)/Start Camera*: 5004-65535 UDP
Remote Assistance (XP only)*: 3389 TCP
Whiteboard/Application Sharing (XP only)*: 1503 TCP
Launch Site Games**: 80 TCP
* denotes features which can use Universal Plug and Play (UPnP), UPnP file transfer only available in Windows Messenger 5, MSN Messenger 5 and MSN Messenger 6
** MSN Messenger 6 feature exclusively
go to your router settings (usually by typing in 192.168.1.1 or simliar into your web browsers address bar)
locate the router manual and follow what it says on how to do it
or you can visit here :
www.portforward.com
here it will tell you how to forward the ports for messenger
Link