After you open LW it can take a while for LW to be ready to accept incoming b/c it's predisposed/preoccupied with loading shared/incomplete files & trying to manually connect to each incomplete one. That's why I suggested to wait at least 30 mins after you open LW. Depending on the no. of incomplete & shared files it can even take much longer to load & settle for some people. eg: in Mac osx it takes 10 mins to load about 3k files. But if I use Mac OS 9 it takes over 2 hrs to load less than 2 k files. lol
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My modem doesn't have a NAT firewall
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Are you certain? If you're getting incoming then you're probably right.
The only other obstacle I can think of is SP2. Have a look at the SP2
Stickys HERE!