Thanks for the replies. I'm more than willing to accept the problem is due to some software misconfigurations rather than NTL's fault. I'll try uninstalling ZoneAlarm completely to see if this fixes the problem. Note that BitTorrent *is* working though, it's just the D/L speed that's suffering due to peers being unable to connect.
The BitTorrent client at
http://bt.degreez.net/ tells you when you're not accepting peer connections by switching the status LED colour to yellow (instead of green).