I know pretty much nothing about routers! I had a look at yours on the net, couldn't find anything to tell me whether it uses UPnP.
If it does and you have UPnP enabled, you'll also have to enable it within LW: Tools > options > advanced > firewall config, tick 'use UPnP', apply.

Have you checked to see if your ISP blocks p2p?

You may have to set up port forwarding for your router. I can give you a link to the site for this but before you go to all that trouble, maybe someone else with more clues could give you some better advice!!

Cheers.

*when you delete your LW preferences folder, you should do it with LW closed.