The efreeclub stuff is just spam. Check out this thread for advice:
http://www.gnutellaforums.com/open-d...tml#post335961
Do you want to get rid of the firewall icon? If you're firewalled, chances are that others won't be able to download much (if anything) from you. So you wouldn't be sharing.
If your router has UPnP enabled by default (the router's manual should tell you) then in LW go tools > options > advanced > firewall. Tick 'Use UPnP' > Apply > ok.
If that doesn't get rid of the icon, post back & we can give you instructions for port forwarding