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Can you please explain one more thing. How come internet explorer and access diver will connect no problem but when it comes to media players and morpheus it won't work.
Very simple... they use different ports... like {P²P}Apocalypse said, you need to setup some things to allow connections, if you only use some webproxy you will only be able to surf the web. You need to enter the gateway IP (the internal IP on the computer connected to the cable modem), in Windoze this is done in the network, default gateway tab. You can also enter the DNS servers (add those given by your ISP) in the network tab.