Don't use 2 software firewalls together, they'll interfere with each other. Choose 1 & configure it to allow LW, turn the other one off.

Rather than using UPnP, try port forwarding for your router. The instructions are here.
Port Forwarding for the Linksys WRT54G
Don't forget the step of setting up a static IP address first. LW's listening port, port in the 'manual port forward' box & port forwarded within a router must all be the same number.