Ok, rather than turning off all firewalls, just configure 1 for LW (don't run 2 at once). There are instructions in the 1st thread of my other post.

Routers can have a built in firewall that causes problems. If your router uses UPnP, make sure it's on in the router & ticked within LW (tools > options > advanced > firewall config. Tick use UPnP & apply).

What's your set up
OS (Win XP etc)
LW & Java version (help > about LW & it'll tell you)
Modem/router brand & model
ISP
Where you connect from (home, work etc)
Connection type (dialup, ADSL etc)
Do you share a connection with other computers

Do the port test in my first pasted thread. What result do you get?