You should only need to do the .jar shortcut if you are using Java 1.7
That was a simple workaround to get LW 5 working with Java 1.7. You can verify which version of Java LW is using via the Help menu -> About LW.
Try this: re-install Java 1.6, but before you install, right-click the Java installer and choose to '
Run as Administrator'. This seems to overcome some connection issues. You could also set the LW shortcut to Run as Admin. also, though this part is not so important but might help.
If the Java installer says you already have it installed, then choose option to reinstall. Else, uninstall the Java first.
Direct Java 1.6 Update 35 'Offline' download link