The d/loading issue may be separate from the firewall one.
If your getting search results, you must be connected to the network.
Try this:
Open LW and go to Tools>Options>Searching>Basic, Tick "Show License Warning" > apply > ok. Then try d/loading something. When the license message pops up, check always use this answer and select yes.
Or try Tools>Options>View>Popups, tick "Revert to Default" click "Apply".
See:
License Warning Option.
LW maybe able to get through your firewall but you'll get better results if you have it set to allow LW.
You'll need to supply these details:
http://www.gnutellaforums.com/connec...-you-post.html