Ok, if you're running XP & Norton firewalls together...don't!
Disable your XP firewall & if you haven't already done it, configure Norton to allow LW access.

It's important to know the brand & model of your modem or router. A lot of routers act like a firewall & you might have to forward a port so LW can connect. Have a look at all your hardware & see if you can find out that info.