It may be related to your modem/router having an internal NAT firewall which does not support UPnP or is not enabled for it. We need more details;
System details - help us to help you (click on blue link). BTW which was your previous version of LW? You may have a firewall on your computer you are not aware of. If you have a 3rd party firewall, if you are using windows XP, it has its own firewall.