By default, the windows filewall blocks programs from accessing the internet. If you are using the windows firewall, you may want to add Bunzilla to the exceptions list so that it is able to access the network and share files. The windows firewall can be found in the security center of the control pannel for windows.
If you are using other firewall or security applications or devices, you may need to make a similar change to prevent them from blocking Bunzilla from accessing the network. By default, Bunzilla uses tcp and udp port 30031 for incoming connections. For outgoing connections, it will attempt to connect to other users on the ports they have enabled for sharing. You can use the Network tab of the configuration menu option to change the ports your system uses for incoming connnections.
You should refer to the network troubleshooting section for more information on networking issues.