Failed to establish listener for incoming data
Failed to Establish Listener error messages
It means Vuze cannot open up its TCP listening port (originally defaulted to port 6881, but lately a random port selected during the initial configuration at the end of the installation process) because it is being blocked. This is usually due to software firewalls, like Norton, Zone Alarm or Windows firewall, but can also be caused by other installed network utilities, which block/change socket level access.
Your best bet is to disable or UNINSTALL any existing firewall software completely, and then reboot, before running Vuze. If that solves things, a re-install or update of the culprit application can help. Please note that running without a firewall can be dangerous, so the advice is merely for helping in identifying the problematic software.
Another reason might be that some other application happens to already use just that port. You might try another port: Select port for Vuze.
Read the Azureus FAQ