If the eggdrop is behind a firewall, then the only thing that seems logical, is that my-ip is not set correctly.
More information, like, is the system (With the eggdrop on) on a LAN. IE, the machine has ainternal IP (IE, 192.168.1.1).
Or is it direclty connected to the internet, but using software based firewall?
If it is the second one, it is likely to be a rules issue with the firewall.
If it is the first, you should set the value of my-ip tot he IP address the machine has ont he LAN, and the value of nat-ip to the IP address the bot is seen as on the internet.