You don't have to turn off the Kaspersky firewall - better to run with a firewall than without one, for your own protection. Just make sure that there's an exception for LW, so that the Kaspersky firewall's allowing LW.

Try port forwarding for your router. Go to the site below & find your router model (there are several different versions of the SpeedTouch510 - have a look & see what's showing on your router). Then choose LW from the list of programs.
PortForward.com - Free Help Setting up Your Router or Firewall

Don't forget to set up a static IP address first. Within the port forwarding instructions is a link to static IP setup. Do that first, then set up your port forwarding.
LW's listening port, port in the 'manual port forward' box & port forwarded within your router's setup pages should all be the same number. Choose a port number in the range of 49152 - 65535 (eg 65000)