Turn off your XP firewall, configure your Norton firewall to allow LW access. Instructions are in the sticky.

What was the result of your port test?

Since you said your router supports UPnP, make sure it's enabled within the router. Then in LW (tools > options > advanced > firewall config. Tick use UPnP & apply).

Do all of this, give LW a while to settle down & hopefully you will connect!

*To check whether your router has an internal firewall, look at the manual It would help to know the brand & model.