Close your eyes & hope it's all better when you open them again. lol
These are basics of using p2p software. It's the same for all p2p programs. If you're firewalled, then you're going to have problems. The idea is to configure the firewall so it allows LW access. It's not really so hard. Take it step by step.
BTW if you were going to play interactive games on the net or video chat, you would also have the exact same problems except much worse.