Ok, I read most of the threads for the solutions, some I tried and failed, others I just couldn't understand. What I have done.
-Firewall
-Played around in the tools > advanced options.
My problem?
I constantly have only 1 bar in my connection, it worked perfectly until I got my new internet, so it has something to do with my router but I don't know what.

System details - help us to help you (click on blue link)

1. OS version? (eg: Windows 98) If using Windows Vista, please tell us whether you have an Administrator user account.
Vista, yes.
2. What firewalls you have?
1
13. Do you see a brick wall in front of the blue world icon at the bottom of LW's interface? _ click here to see Sample image
Yes.
15. What security programs are you using (antivirus etc)? Some people might not be aware that their security suite includes a firewall
AVG Ant-Virus Free. McAfee Sercuity Centre but it's uninstalled but it still shows in the bottom right corner, this may be the problem but I know I deleted every folder related to McAfee. It's either that or it's the AVG blocking it, I don't know how to turn it off.

Add/Remove control panel perhaps for the AVG.

Need to add an exception to Vista's firewall to allow LW full access.