The firewall problem might be within your modem/router. Have a look at this thread & make sure your firewall's configured properly, and that you're only using 1 firewall.
http://www.gnutellaforums.com/showth...threadid=51357

Read all the info about UPnP. If your router supports it then make sure it's turned on & also enabled within LW (tools > options > advanced > firewall config. Tick use UPnP & apply)
Read about NAT firewalls within modems/routers, find out if yours uses NAT. You might have to port forward.

Do the port test & see what results you get.

Give the following info:
OS (you've said XP)
LW & Java version (help > about LW & you'll see)
Firewalls you're running
Connection type (DSL etc)
Where you connect from (home, work etc)
Modem/router brand & model
Has LW worked ok before or is this your first try