Hi Miha,
Oh oho..The Nat error, some get the yellow all the time. It is the quitessential problem for Azureus, it is just a question of using portrange 53000-63000 instead of the default, and make sure that you have got these portrange forwarded on your router and through your FW, and have both TCP & UDP enabled.
If you have the linksys router, type in 192.168.1.1. I guess, and your default password is 'admin' if I grasped that/ without the quotation marks, so go to applications and gaming and then forward the ports you need.
greets,
polonus aka D