Well, at first the two things I've suggested above. Uninstalling both LW and Java. Maybe using the CCleaner afterwards to clean up your system:
http://www.ccleaner.com/(free tool).
Then installing Java using the above mentioned JRE installer, then rebooting and then installing LW using the offline installer offered at the link I have posted above.
Your brickwall in front of the globe is a different story. It means that LW detects a firewall blocking the access to and from the network. That would explain why you downloads are so slow.
How to configurate a firewall you can read here:
http://www.gnutellaforums.com/showthread.php?t=51361 
Edit:
Please, no file names......
