Your firewall might be within your modem/router. To start with, go to the sticky at the top of the page & read through the first part "...check here first". Rather than running without a firewall, it's better to configure the f/w properly. Also make sure that you're not using 2 firewalls at once.

Read through the sticky, especially the bits about modems/routers. If your router supports UPnP, enable it. Within LW as well (tools > options > adv > firewall config). Find out if your modem or router has an internal firewall & then look at the info on port forwarding.

Do the port test & see what result you get.