When you could connect, did you have LW allowed through the Nvidia firewall? Try this link for more help:
PortForward.com - Free Help Setting up Your Router or Firewall
If you're using McAfee's firewall, make sure that you don't have another software firewall turned on as well (eg Windows firewall). Only run 1 software firewall at a time & make sure that LW's allowed through that firewall.
The Nvidia one's a hardware firewall (maybe part of your motherboard). I have no experience with that, maybe someone else here can tell you whether it's a good one to have enabled.
There are lots of connection fixes to try here:
If LW Will Not Connect
If you lost your connection after updating your version of LW, try the 'delete preferences folder' fix first

If nothing there helps, post back with your system details.