You don't have to turn off your software firewall
Just make sure that you're only using 1 software firewall (more than 1 will cause problems - there could be a conflict between 2 firewalls so that they interfere with each other & leave you with less protection) & configure that firewall to allow LW. For instructions to configure Norton, check out the links below.
PortForward.com - Free Help Setting up Your Router or Firewall
http://www.gnutellaforums.com/226610-post6.html

If configuring Norton doesn't fix things, try the fixes in the thread below. If nothing there helps, post back with your system details.
If LW Will Not Connect