Sounds like either a java problem or a security device preventing it opening. Is LW on the safe list of your anti spy & ad programs? There's generally options where you can add particular programs to a safe/clearance list. And is LW on your XP firewall clearance/firewall rule.
Does your computer have a 2nd account. It might be worth a try setting one up, running LW from there. Simply make a shortcut from the program to that account desktop folder or start > programs menu.
If running an earlier version of Java, make sure all other versions of java have been uninstalled.
It may or not make any difference, but try running this version
Download ‘Other’ version & simply unzip & use!.