Start off by making sure that the XP firewall's off & the Norton firewall's allowing LW. Click on the link below for info about configuring Norton.
PortForward.com - Free Help Setting up Your Router or Firewall

If that doesn't fix things, you'll need to give more info. What's the model of your Linksys? There could be an issue with your Java, your ISP, where you're trying to connect from. But we don't know. Because you didn't answer the questions in the 'system details' link