UPnP is found in your modem/router's admin page.

Do you see a brick wall in front of the blue world icon at the bottom of LW's interface? (see image)


If yes then you do have a firewall problem. But if not your software firewall then it might be an internal NAT firewall within your modem/router. Check the UPnP section here Connection problems? Check here first! (click on link)