Make sure that the XP firewall's turned off & that McAfee's configured to allow LW. If in doubt, remove all LW rules from within McAfee's config & add new ones.

In LW file > disconnect. Wait 5 minutes then file > connect.

Try port forwarding for your router, the instructions are here.
Port Forwarding for the Linksys BEFSR41 Ver 3
Don't miss the step of setting up a static IP address first, or port forwarding won't work.
LW's listening port, port in the 'manual port forward' box & port forwarded within the router should all be the same number.

A few Mediacom customers have had connection problems lately. I can't find any evidence that Mediacom are currently 'blocking' p2p somehow, but that doesn't necessarily mean that they're not. If you use Google to search for Mediacom blocking p2p, there are quite a few articles but they're all really old.

So...if you still can't connect after port forwarding, try changing ports. In LW tools > options > advanced > firewall config. Change LW's listening port to something in the range of 49152 - 65535 (say 65000) > apply > ok. If you chabge ports, you'll need to allow the new port thru your firewall & change the port number forwarded within your router & within LW's config.