Failed to establish listener for incoming data
From AzureusWiki
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Failed to Establish Listener error messages
It means Azureus cannot open up its TCP listening port (by default 6881) because it is being blocked. This is usually due to software firewalls, like Norton, ZoneAlarm or WinXP's built-in one, but can also be caused by other installed network utilities which block/change socket level access.
Your best bet is to UNINSTALL any existing firewall software completely, and then reboot, before running Azureus. If that solves things, a re-install or update of the culprit application can help.
Read the Azureus FAQ
