If you're using Norton, then disable your Windows firewall. I don't know about Vista but I presume you find that in your control panels. Make sure Norton is properly configured to allow LW: Configuring Norton Internet Security

You didn't specify a modem/router which may be the issue. There are some known models that are unreliable/inconsistent but there may be a fix.

Third point I'd make is .... after opening LW let it settle for a while. Now if you use the resume/find more sources function, don't apply it to all incomplete files or else it may cause your modem/router to be flooded & also affect your system, etc. So instead, if you do use that function just apply it to 1-3 files at a time.