The Brick wall might be your router's UPnP failing. One thing to try is, setting LW not to connect on startup. Wait until all your shares & incomplete files have loaded, then go to file menu & choose Connect.

Have you made an exception in OSX's firewall for LW? OSX Firewall settings for Tiger/Leopard

But the brick wall is not necessarily a major issue. Do you ever see people uploading from you?