LW uses port 6346 by default. So you'd need to keep that port open in any firewall or other softw that stops incoming.

kbps = kilo bits per second.
KB/s = Kilo Bytes per second.
There's 8 bits in a byte. So 56 kbps = 7 KB/s

WinMX uses a different network from LW. Some people like it some not. I've never used it so I can't comment above what feedback I've received. I believe it suffers from long queues. I have noticed however, like most p2p sharing programs, there's also scam sites that sell winmx that pretend to be the official version or charge for the free version. Just google winmx & see all the ads & you'll see what I mean.
WinMX runs on a closed P2P Network. And with many less users.

We need more details if you want to sort out your LW problems. Many connection problem posts here list the questions we need answers to.

Oh and about the no. of connection or other problems here. Yes there's a few but not all for the same reason. Considering over a million people downld LW every week, the % that post problems here is relatively/considerably small.