When you installed LPE was it a clean installation or did you install over the top of your previous LW? LPE works best if a clean installation, ie: remove previous preferences folder.
You tried the suggestions in this thread?:
http://www.gnutellaforums.com/connec...t-connect.html
Also make sure you made an exception for LW in your firewall.
It might be a good idea to disable connecting as an ultrapeer until your LW gets settled. Connecting as an Ultrapeer takes much much longer.
If you go to LW's menu bar, Tools -> Advanced Tools, does it say at the top-left-side you are firewalled? Also, does it show being connected to any ultrapeers on the right-side?