Just as a trouble shooting measure, try disabling your firewall and antivirus software.
What firewall ap and antivirus software are you using? I use Windows firewall and AVG Free antivirus, and the Tivo software automatically configures them(if you let it) with no problem. It has issues with others though, especially some anti virus programs(Trend Micro).
Do you get a message by the "yellow check mark" about why the show did not transfer?