All wireless routers will have NAT protection, which does in a way behave like a firewall but is not a true firewall. Do you know which model Motorolla you are using?

You did not mention whether other computers on your network are also using LW & whether they are able to connect.
If there are other LW's on the network, make sure they are not using the same connection or listening port. Check this via LW's menu bar, Tools -> Options -> Advanced -> Super really advanced -> Performance.
A router will reserve a single port per program on the entire network & block all other attempts at using the same port from other computers/programs.

With the firewall exception for McAffee, give the rule both TCP & UDP sub-rule exceptions. LW uses both TCP & UDP, and with some firewall rules it does not automatically give exception to both, so need to be added manually.

Check the advice about deleting your gnutella.net file If LW 5 Will Not Connect.

I'm not sure about CableOne. I've noticed others using same ISP have had connection problems. You could try manually adding a port number between ports 49152 - 65535; example 64049 or 50012.