1. Normally when "nothing happens" is related to popups & the license popup. Have a look at the setting options here License requirement (click on link)

2. Go to LW's menu bar, Tools>Options>Downloads & make sure slots is set to at least one or higher. Depending on internet speed plan as to how high this should be. I have mine set to 9 despite i have a humble adsl speed.

* When you said you installed all the hotfixes for SP2, I presume that included http://www.lvllord.de/?url=tools