Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link) Remember Win XP has its own firewall. To disable XP's firewall: go to the control panel, double click on Windoze Firewall, check the disable box.
Do this test:
Bug Report instructions & sample image Is the result True/False? If false then you have a firewall that's not properly configured or some other device that needs a port to be opened to give LW full access.