Don't disable your firewall. LOTR meant the firewall icon in Frostwire, not in your taskbar.

Unless you have more than one firewall active on your computer, it's almost definitely your router at fault. You will need to portforward it to bypass faulty UPnP.

Look here: PortForward.com - Free Help Setting up Your Router or Firewall for guides on how to do that, and if you still can't seem to get it right, then post what's wrong, what you tried etc.