The importance of the offline installer use lies with the danger that using the onli9ne installer, some data packages could get lost and the installation corrupted.
As for your connection problem, hmm, go to Tools>Options>Advanced>Firewall Configuration and look what Listening port you have. There you can also check if UPnP is enabled or not. If it isn't, click it.
Then take the listening number (note it down on a piece of paper) and try to open the TCP and UDP for this listening port in your Firewall (if possible) and router (if possible). But do this while LW is closed. The restart your computer and LW and see what happens. It might take some time till any chnages are visible...
Cheers
FOTH