Try this version of Java instead, some people have had trouble with 1.6.0_01.
Use the offline installer & remove your current Java version before you install this one
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11
Try port forwarding for the Linksys, the instructions are here.
Port Forwarding for the Linksys BEFSR41
Don't forget to set up a static IP address first. LW's listening port, port in the 'manual port forward' box & port forwarded within the router must all be the same number.