Since you have a router, you have made a trusted zone?
You are using Litestep, so you have to have a rule that allow it,
or you can just try it out by going to application monitor to your uTorrent rules and choose "skip parent" and allow all activities for it, just to try it out.
About ICMP rules, there are a lot of opinions...
Some say that it's dangerous to allow them, some say that it isn't...
Personally (I'm behind a router) I have set up 3 extra rules in network monitor.
They are ICMP In Host and Port unreachable, and ICMP Out Port unreachable.