By "direct connection", I'm assuming you connected your PC directly to the cable or DSL, and still nobody could connect to you.
At that point, there are a couple of things to look at. One is that the person joining is using the correct IP address. Usually you can find your own external IP by going to
http://www.whatismyip.com. However, you should also start up FSHost and see what it reports, to make sure it's the same.
You should also try turning off all firewall software, including the one built into XP. If you need help with that, let us know.
You can also try turning on Remote Access in FSHost, and then see if someone can access the public web page by just typing your IP address into a browser.
Russell