Check out this thread for heaps of different fixes to try: If LW Will Not Connect

Start off by deleting LW's preferences folder. Next thing I'd try is deleting/replacing gnutella.net file. If they don't work, go through the rest of the fixes (particularly changing port numbers)

Have you tried connecting outside of peak hours (5pm - 12am)? I can't find any info to suggest that Sky actually block ports, but their fair access/fair use policies may apply during peak hours. Just try outside of peak hours & see if it makes any difference.

If nothing helps & you're still stuck, please post back with a few more system details - that help thread has info about which details we need.