In my experience, the Westell devices need to be port forwarded due their lack of or unreliable UPnP support. As for Belkin, I use one on a mac & strangely the firmware conflicts with my firewall. But problem solved for me, I don't think this applies to windows I don't know.
A few more details would be helpful for us to see if we can think of a solution for you;
System details - help us to help you (click on blue link)
Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link)