Thats true.. as mentioned by premiumSeeder..

there will be some message.,., ie something like connection refused/closed, not allowed etc etc...

just make sure that ur computer's firewall is not blocking utorrent... ie utorrent should be able to make outgoing and incoming connections... Just allow utorrent in ur firewall (if u r using any)..

Just try closing utorrent and restarting it...

Let us know if anything works and ur findings.