Hi Oscar!
Don't you get results even for very easy searches (Madonna etc.)?
One thing you could try is to change the port that WinMX is using. Especially if you have the same port assigned in aG and WinMX you may run into weird problems. I have noticed that aG does not release the port it has used after you close the program - if you restart aG without rebooting you get a 'Set port failure' error and you have to change the port manually to get aG working properly.
- tg