If you're sure you're not running more than 1 software firewall, & you've configured the Windows firewall properly
Firewall setup
then you might have to look at an internal firewall within your router. Have a look through the thread below, it has lots of info about connection problems.
Connection problems? Check here first!

If your router supports UPnP, try enabling it & then choose the 'use UPnP' option within LW's tools > options > advanced > firewall config. If using UPnP doesn't help then try manually port forwarding. Find your router at this site & follow the directions (don't forget to set up a static IP first, if you're prompted to)
http://www.portforward.com/english/r...outerindex.htm

See how that all goes