If you're now using XP, 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)

IF you have Win XP SP2 then you might be interested in this http://www.lvllord.de/?url=tools (SP2 reduces simultaneous connections. This 3rd party installation will increase it again.)