I'm not sure what your Router configuration looks like, but my settings look like this:
1) Start/End Port = 38140/38140
2) Checkbox TCP=checked
3) Checkbox UDP-checked
4) Specified the IP address of my computer
5) Checkbox Enabled=checked.
And then in Utorrent:
1) Options -> Preferences -> Connection
a) Specify the same port as listed in the Start/End part of the Router config.
b) And I have checked all of the following:
Enable UPnP Port Mapping
Enable NAT-PMP Port Mapping
Add uTorrent to Windows Firewall exceptions
Your results may vary, but that's what works for me.