ah so you're using dial up. If you're using windows XP, then make sure you have configured it for LW; Firewall configuration instructions (click on link). Windows XP has its own firewall. Also ensure you don't have 2 software firewalls running on your computer. If you do, disable one (XP firewall for example.)

If the firewall issue is due to your internet service provider, then all you can really do is ask them to unblock it for incoming also (both TCP & UDP.) Go to LW's menu bar, Tools>Options>Advanced>Firewalls & make sure the Listening port is set to 6346. If it isn't then change it to 6346.