Try this link for how to add LW rules to the firewall:
PortForward.com - Free Help Setting up Your Router or Firewall
Also:
http://www.gnutellaforums.com/226610-post6.html
And for worm protection popups:
http://www.gnutellaforums.com/genera...us-2005-a.html
If those links don't help, try the tips here:
If LW Will Not Connect
If nothing there helps, post back with your system details