Hi m00kie,
Are you sure that you don't have another firewall installed, besides the Windows one? If you have another firewall installed (& turned on) & turn the XP firewall off, the security centre will still show a firewall on...but it won't be the Windows one

When you're in Security Centre, click on the button with 2 little arrows pointing down, next to the green 'On'...that will show you which firewall is on.
Which fixes from the 'if LW will not connect' thread did you try? Make sure to try them all. Update your Java & see if that helps (also try the older Java version). Remember to uninstall all other Java versions before you install another version.
When you deleted LW's preferences folder & replaced the gnutella.net file, did you make sure that LW was properly closed? Otherwise those fixes won't help at all.
Go into your preferences folder & find the gnutella.net file & hover your mouse over the file...how big is it?
Did you also try port forwarding for your router? The instructions are here.
Port Forwarding for the Linksys WRT54GS
Don't forget to set up a static IP address first! LW's listening port, port in the 'manual port forward' box & port forwarded within the router setup should all be the same number.