You'll always see "enabling open information sharing". It just is.
How many green connection bars do you see? Do you see the firewall icon (brick wall in front of the blue globe)?
If you're not connected, make sure that you're only using 1 software firewall & that it's configured properly
Firewall setup

There's a lot of good info here about connection problems & firewalls
Connection problems? Check here first!

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