AV's are not normally firewalls, however, you sure Norton Firewall is not included in the package? If yes, then either disable Windows or Norton Firewall, as they will clash with each other & result in less security, not more, as well as give LW connection issues.

You could try Phex to see if you have the same problems. It is another gnutella network program. It's very good but the interface is not as intuitive for new users to use than LW. It takes a little to get used to how it works, but does have advantages of connecting to more gnutella programs whereas LW mostly only connects to other LW users. Phex also has a size filter.