Not sure about the problem downloading Java...try using a different browser.
Don't go & buy Pro until you know LW's going to work for you! Download one of the basic versions (either the stable release or Beta), they're free
When LW's open, go to file > disconnect. Wait a minute or 2 then file > connect.
You could also try changing ports. In LW tools > options > advanced > firewall config. Change LW's listening port to 64049 (or something in the range of 49152 - 65535) > Apply > ok. Restart LW & see if anything good happens.