If LW 4 Will Not Connect (click on the blue link). From memory I think Cisco use a rebranded version of Linksys, but I might be mistaken.
If you cannot reach the test page, sounds to me like that port is being blocked (probably many ports are being blocked), either by your software firewall or your router. You need to make a 'fresh' exception for LW in your firewall. As for the router, I have a suspicion you may need to port forward the device.
PortForward.com - Port Forwarding Guides Listed by Manufacturer and Model