Problematic P2P

I have the router configurated with no firewall, but still I have lots of problems when I want to use programms like Ares or E mule; because thinghs just won't download, or they take too long to download or sometimes I can't even get connectes to the e mule or ares server. Also, when I try to use internet gamming communications software like Battle Comm my pc just won't connect to the host's PC. How can I slove this? I repeat There's NO firewall activated in my PC.