Read this
Connection problems? Check here first!

Double check that you're only running 1 firewall & that it's configured to allow LW access. Do the port test & see what result you get. How many connection bars do you see?

Has anything changed since you last were able to connect? - change of ISP, change of connection type (eg moving from dial up to ADSL), new hardware, has anyone fixed your computer etc etc. How do you have your router set up - have you enabled UPnP or are you port forwarding?

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