I've just recently started having this problem. Using Vista Ultimate x64. All my ports are closed. It's obvious because every port I open on my router(d-link) will not pass the open port test. I'm using www.canyouseemy.org
to check the ports. I've tried putting my computer on DMZ and turned off the Windows Firewall with no luck. This problem also occurs to my friend. My ISP is RoadRunner. I have no third party firewall programs. I do have the free AVG Anti-Virus and Spyware programs and already tried disabling them. The only thing I am running is Firefox, AIM, and sometimes Steam.
I've found that ports automatically added to the Firewall Exception list are open. uTorrent automatically set port 4xxxx to open on the exception. When the firewall is off it's also open but every other port is closed. Manually added ports are also closed.