L-silly, is this a new problem or has LW never opened (ie have you only recently installed it)?? Are you using any antispyware? Some will see LW as a threat & not let it work properly (PestPatrol is an example).

If you are using some sort of antispy, try adding LW to the list of exceptions/allowed apps. Or, disable the antispy & see if LW opens when you click the icon.