The procedure didn’t especially change between XP and Win7.
A blocked port always means that there is a firewall blocking it – because that’s what they’re for, firewalls.
You can have several firewalls and not know it. They don’t coordinate with each other or check with each other, and there’s no “flag” that says, “hey, firewall already active here”. You can be behind a dozen different firewalls of various kinds and not know it.
Nobody can find out except you (or a tech who does hou$ecall$).
First, there are software firewalls that run on your computer. Windows built-in firewall is one of these. There are many third-party software firewalls. I discommend all of these, for anyone who needs to ask about it in a forum like this. You must find any that are running, and disable them. You use a combination of the process list in Application Manager, and Google, to determine what all of your running processes are, and what each one does. When you find one that is a firewall, you will need to uninstall it. (Some firewalls won’t turn themselves off, and have to be uninstalled. You don’t want that extra crap on your computer anyway.) This is tedious, yes, but on the good side, you usually find a lot of garbage running, that you don’t want and that is consuming resources and slowing you down. Most internet “security suites” include a firewall. So, even, does some mainboard utility software. You will need to find them all and nail them.
Second, there are firmware firewalls. Most SOHO routers, gateways and network access points have a firewall built in. This is the sort of firewall that needs your port forwarded through. IF you don’t have a firmware firewall (or any such device), then you don’t need to worry about port-forwarding, it doesn’t apply to you.
Third, there are ISP firewalls, that are upstream from you, or that your provider puts you behind. These are commonly found where the internet connection comes with the facility. They’re common in dormitories, hotels, offices, some apartments where you get the internet service with the rent. Firewalls are also very common on nearly all wireless connections, particularly cellular or 3G modems. If you are behind an ISP firewall there’s usually nothing you can do about it and must use “No Listen Port” mode, which is slow but better than no bittorrent at all.
Now, all of that said, you do need one known-working firewall. Do not, ever, connect to the internet without a working firewall. You can get infected and zombied in less time than it takes to take a shower, if you connect without a firewall.