Jeez, we only wanted some details so that we could help you...you think we have a magic wand??? If there was one easy answer for everyone, don't you think we'd have a big sticky of that in every section? How are we supposed to help you if we don't know your setup? Maybe we could read your mind

Don't run 2 software firewalls together...they'll conflict & you won't be more protected. Choose either Windows or McAfee firewall, configure that to allow LW & turn the other firewall off.

Your modem/router might have it's own internal firewall...most do. If you can find out the brand & model, look for it in the list here.
PortForward.com - Free Help Setting up Your Router or Firewall
Then set up port forwarding for your router. If setting up a static IP address is part of the instructions, don't forget that step. LW's listening port, port in the 'manual port forward' box & port forwarded within the router setup should all be the same number.