Hmm..on some routers you may have to restart them before they kick in. Theres a few other things; maybe you have another firewall on your PC; zonealarm, the windows firewall, something else. That could be blocking it, perhaps.
Did you change the port LFS runs on at all?
Did you make sure you specified the config file correctly? If you dont specify yours as the program argument, it will default back to setup.cfg.
The hiding / non-master setting is within your config file, line 26 in setup.cfg (the /usemaster setting).
I'm off to bed in a sec, but you could try making the server again, pm'ing or posting its name and I'll try to connect. Sometimes that can give some interesting messages that we can work with.
There is of course the other option that your ISP blocks high end ports, to prevent or slow down peer to peer apps; I have come across this once.