What does the yellow question mark icon in the lower left of the TDM user interface mean?
The question mark means that you may not yet have received an inbound connection from another TDM user. That does not necessarily mean that you have a problem — it may just mean that nobody has tried to swap data with you yet — but, if it persists, you should double check that your port, specified in the “Network” tab in the Options dialog box, is properly forwarded through any routers or firewalls you may have enabled.