UPnP is Universal Plug & Play which if the router/modem has that ability, allows programs to communicate directly with it to open the necessary ports. Thus no manual port forwarding necessary. This was not introduced until LW 4.2 or 4.4 or so.

I wonder if you could choose a time of day when your friends might not be using LW & try using it then. If such a time exists. The problem as Stief suggested with OS 9 version is it's now quite old & many advances have been made to help with connection in difficult environments. With OS 9 LW you still had to use the Force IP option if you were firewalled. Have you tried it. It's mainly for incoming but it might be something to try. It's under the Tools>Options>Advanced options ...
I do recall it helped a couple of people at university. Try it!!!