Because you are behind a firewall, you will experience some problems. Since you are able to connect to the Gnutella network, then the problem lies in negotiating download requests. To fix this firewall side effect, open LW, click TOOLS> OPTIONS, go to the advanced tab, and you will see a box at the top called "Force Local IP." In this area, check the "Force IP" checkbox and type in your IP address. Click ok and see how things go. Restarting LW is recommended after doing this. If you are using WIN 98 SE and don't know how to find out what your IP is, click START>RUN, type in "winipcfg", press enter, and you should get a confihuration window that tells you what your IP address is.
Hope this helps! :-)