My guess: Either a firewall on your local computer, or you are using a router which does not allow UDP traffic.
Can you elaborate a bit more on your computer setup, especially if you are connected directly to the internet, via a router that you own or perhaps via a local network.
And how long have you waited for the Kad connection to come up? It can take a while the first time, many minutes is no exception. Perhaps turn on ED2K for a while too, to get sources and known clients, this might help the Kad connecting. (if of course your computer and network support it....)