Make sure that you're not using the listening port as other users... you can check by going into LW's tools > options > advanced > firewall. You'll see LW's listening port there. Try changing listening port to 65000 (or others in the range of 49152 - 65535) > Apply > ok.
Which connection trouble page did you see? Have you tried the tips here (click on link)?
If LW Will Not Connect