It is almost certainly that you have this:
Quote:
<!-- Sets the ip/port for the tcp connections. DO NOT EDIT -->
<tcp ip="localhost" port="9000" telnet="disable"/>
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When you are installing behind a firewall (with a local LAN IP address) you will have to set this to your public IP. Now, you may or may not have a router, but I'm assuming your VM is on a private (192.168.x.x, 172.16.x.x, 10.x.x.x or similar) IP address and will need to have this set.
It would make sense that your windows box could connect to the server on the VM (local address to local address) but the VM wont send the proper (public) IP address back out to the EQ clients until you fix this. If you have a dynamic IP, you'll have to change it each time it updates.
Hope that helps,
-orkim