Besides that you shouldn't run 2 firewalls at the same time (since they most likely will interfere with each other), have you configurated your Mc Afee firewall to allow LW access the internet? And what about your wireless router, does it have a built-in firewall? I reckon you reading the thread about how to configurate firewalls and routers one more time:
http://www.gnutellaforums.com/showthread.php?t=51361 