At the command line, can you connect to a server using "telnet". For example, Razorback is at 195.245.244.243, port 4661. So the command to try is "telnet 195.245.244.243 4661". Here's the output I got from a successful connection:
% telnet 195.245.244.243 4661
Trying 195.245.244.243...
Connected to raz2-0.razorback2.com.
Escape character is '^]'.
Here, I typed the escape character ^] (control-]), so I could give the "quit" command at the telnet prompt.^]
telnet> quit
Connection closed.
%
This way you can try to eliminate aMule as a cause of the connection failure. I suspect you won't, in fact, get a successful connection with telnet. If you don't, it means there's a firewall or router configuration problem.