For configuring your firewall & modem/router, see Connection problems? Check here first!

So are you saying you get a message about Java when you try to open LW or the installer? Yes, normally installling Java 1st should overcome this. It might be wise to uninstall Java using the add/remove programs control panel, & install Java again using the "Offline" installer. You did get this one didn't you? -> Java 1.5 (take the JRE) or alternatively, you can get it from here http://www.java.com/en/download/manual.jsp