Have you checked through this thread for fixes (click on the blue link)?
If LW Will Not Connect
If you're using LW 5 now, first thing to try is deleting the gnutella.net file. Otherwise, you can see whether replacing the file helps. And if that doesn't help, delete LW's preferences folder. If none of those help, go through the other fixes.
And if you're still stuck, please let us know if you had trouble with any of the fixes & post back with your system details (see for thread for more info about the details that we need)