1. Make sure your XP firewall is properly configured to allow LW full access; Firewall configuration instructions (click on link)

2. I've never heard of a NTL modem. But in any case, if the firewall icon (brick wall) hasn't disappeared after setting your xp firewall, then your modem might have an internal nat firewall. Setting it to allow upnp would be advised if that's the case; Connection problems? Check here first! (click on link)