how do i use mldonkey
 

i used to used edonkey2000 a vouple of years a go until i got to know bittorrent

i installed mldonkey
# aptitude install mldonkey-gui

run, and then what? no servers list.

Google is your friend. I googled mldonkey and found this and this. It took all of 2 seconds. Seek and ye shall find. ;)
ciao,
jdk

i already did that and followed the stuff in there
since i cannot even add manually a server, i just switched to amule but soon realized that port 4662 is closed & i cannot log in to my modem to do port forwarding

Did you expect me to guess what you did? This is why it's a good idea to put all the steps you tried in your original post. It would prevent both of us from wasting our time.
ciao,
jdk

actually, it was my bad for not realizing that the wireless router need to be set in DMZ mode

cheers.