If you are using both McAffee & XP firewall then you need to decide between one or the other. Running both actually gives you less security not more, due to firewalls clashing with each other. I don't know about configuring McAffee Firewall (click link) to allow LW as you need to go to their site & find your model of firewall. For XP firewall see Firewall configuration instructions (click on link). If you decide to use McAffee & wish to disable XP firewall go to the control panel, double click on Windows Firewall, check the disable box, else see alternate instructions on disabling XP's firewall.

Dial up users are harder to connect in general. It can take much much longer than other types of connection, which is why it's a good idea to be patient & give LW as much time as possible to connect, be that 15 mins up to an hour. Don't try using LW until it connects. Some people find opening their browser sometimes helps. lol