If you are using Windows XP SP2 or later, then its software firewall is turned on by default. You will need to open up those ports on your computer.
Start --> Control Panel --> Security Center --> Manage Security Settings for Windows Firewall -->
Exceptions tab --> Add Port. You will need to add both ports.
Secondly, if your DSL/Cable modem has NAT (Network Address Translation) built in, you will need to set up static mappings in the modem into the computer you are running Echolink on. As Mark, KE6ZRP mentioned, the Echolink website has help at:http://www.echolink.org/firewall-friendly.htm
-- Tom, N5EG