In my experience, it has little to do with the firewall, and everything to do with you now having a passive connection. I even put my PC into a DMZ on my (wired) Linksys router, and I still can't connect to others behind routers, etc. So my p2p sources have been cut back a lot. The good news is less people download from me on p2p, and I can still send and recieve files directly via AIM and similar.
You should still be able to get ON blubster or whatever. If your computer has a fixed address on the network (doesn't change if you shut down all your devices and power them on in a different order), you can put your computer in a DMZ. I would NOT do this if you don't use a software firewall on your PC, too. Alternatively, you can open ports for individual programs for your PC (again, you need a static address first). Blubster uses UDP, but I don't know the port range from glancing at their site. I'd recommend searching through your manual for DMZ (they should have a pdf of it at linksys).