Just double check your Win firewall first & make sure it's still configured properly
Firewall setup


Your router has a firewall. If it supports UPnP, enable it within the router & use the UPnP option within LW's tools > options > advanced > firewall config. Apply to save a change. If that doesn't help then try port forwarding. Go to the site below, find your router & then choose LW from the list of programs. You'll find simple instructions for port forwarding & that should get rid of the firewall icon
http://www.portforward.com/english/r...outerindex.htm

Don't forget to set up a static IP, if that's part of the instructions...otherwise port forwarding won't work.
LW's listening port & the port forwarded must be the same number! Wait for about 20 mins after setting up PF & see if the firewall icon's gone then!