That version doesn't have the firewall detector. For Pro, you will receive an email from sales support with a link to your personal pro download page. You should bookmark it. So check both your mail account & just in case, your junk mail folder in case it slipped in there.

Which was your previous version LW? Was it LW 4.0.10 or earlier?

Go to LW's menu bar, Tools>Options>Connections & uncheck option for automatically connect. Then close LW, open it up again. Let it settle for 10-15 mins, then go to menu bar, File menu & choose connect. Give it plenty of time to connect. Sometimes opening a browser may help.