Read through this sticky
Connection problems? Check here first!

Make sure you're firewall's configured properly (only run 1 firewall). Do the port test & see what result you get. Read all the info about UPnP/NAT firewalls & see if this applies to your modem/router.

What are your details

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW