Do you have the XP firewall turned off? It'll conflict with Norton's firewall.
You'll need to have UPnP enabled within your modem & also ticked within LW's options > advanced > firewall config.
If your test worked, means that LW's default port isn't being blocked. I don't know that chenging ports would make any difference. Can't find any info about your modem having an internal firewall & it's not listed on the portforward page, so that shouldn't be causing a problem.

Someone else might have more ideas!