You don't have to disable your firewall...just make sure that you're only using 1 software firewall (2 will conflict with each other) & that the firewall's configured to allow LW. So you need to find out whether you have a McAfee firewall as well. If you do, try turning off the Windows firewall & then configuring McAfee to allow LW: Port Forwarding for the McAfee Security Center

Otherwise, try the fixes in this thread: If LW Will Not Connect

If nothing there helps, try to find out the brand & model of your modem/router (box that lets you connect to the net). It might be plugged into your computer or, if you have a wireless connection, it might be in another room. If no info's showing on top of the device, have a look underneath