You may wish to see this re: Norton; *
Configuring Norton Internet Security It's alternative instructions that 'might' help.
You don't use a router but your broadband modem may still have an internal NAT firewall or similar. Be helpful if you can find out what brand & model & whether it supports UPnP or not. (Most but not all broadband modems & routers do have internal firewalls.)
Other than that, I can't see any other area that's stopping you connecting. I'm not sure about your ISP.
When you open LW, leave it for 10-20+ mins to connect.
Go to LW's menu bar, Tools>Options>Advanced>Firewalls & tell us what the settings are there. Also tell us which port numbers are listed.