If you are new to BitTorrent, this site should help clear up a lot of commonly asked questions.
Please note: This site is mostly a mirror of the FAQ at http://dessent.net/btfaq/. That site is updated first, so this one may be a little bit behind in some places.
If you would like to check your firewall/NAT port forwarding configuration, try the Natcheck page.
Disclaimer: I am a Windows user, and so by default the answers will tend to apply to Windows if not otherwise stated. I’ve tried to include as much Linux and Mac information as I can. If you have anything to add on those subjects, by all means please contribute.
UPDATE: I’m afraid I have had to disable edits of this FAQ from the general public. I was getting perhaps one or two erronious additions daily, which resulted in a lot of work for me to clear out. There were sections with up to a dozen blank “New Item” objects that someone added without knowing what they were doing. I appreciate the handful of you that contributed useful answers, but I do not have the time to clean up after the rest of you, so the FAQ is now read-only.