Did you check your windows firewall? Make sure windows firewall is turned off.
Go to the control panel, double click on Windows Firewall, check the disable box. This should be done whilst LW is closed. Also make sure you made an exception in Norton's firewall for LW as described in link above.
If still problems check these options
http://www.gnutellaforums.com/connec...t-connect.html since some of those settings may get you connected that initial time (eg: speed setting for searching, or advanced settings for performance, etc.)
If that doesn't solve the problem, then
System details - help us to help you (click on blue link)