I do not think the Firewall is off in Leopard by default. I recall having a conversation with someone explaining that it IS on - just it's a different type that is invisible.
I think you need to select the "Set access for specific services and applications" button and add it in.
Also - I posted this like 3 seconds ago elsewhere - but a lot of service providers are "choking down" on torrents and peer 2 peer file sharing. It also has the added effect of choking down video chats in ichat. Comcast is doing it to me up here - which annoys me, because I keep losing my video chats.
Other (large scale) networks and corporate / public / school networks may be blocking peer 2 peer entirely - to cover their own @$$es.