A friend of mine was having this problem playing syslink through Kai with me. I think it was a problem with his router configuration. His PC was in the DMZ to allow the traffic, but his router was getting an internal (192.168.xxx.xxx) IP address from his DSL modem. He used the automatic setup method on his router and that's what it does. I changed the router config so that it actually used the DSL modem to "dialin" to the ISP (get a Dynamic IP) using my friend's username and password from the ISP.
At any rate, it may be this "kind" of thing. If you're using a router, try this (if not, just think about it to see if any of it makes you think of something else to try). Try putting your PC in the DMZ. If that works, try forwarding ports 34518 and 34519 both on UDP and point them to the IP address of the computer running XLink. All of this is done in your router config pages.