eDonkey?
Why don't you try emule? Anyway, if you want to use eDonkey, first go to the apropriate foruns and get there somes precious info, second remmember that you need to liberate the ports 4661 and 4662 on TCPI and the port 4665 on UDP, third have you configured properly your firewall? Do you use WinXP? If so you have to disable its firewall.
Have fun