Ummm...I don't know. I've never had any trouble with mine, once a rule was created.
In LW go tools > options > bug reports > view example. Scroll down to 'recieved incoming this session'...is it true or false?

Are you using Win XP? Go to control panel > windows firewall & check that the XP firewall is off.

Since your uploads aren't effected, it doesn't sound like a big drama. Does the firewall indicator show all the time, or does it come & go?

Also double check your port forwarding setup & make sure nothing's changed there.