LW is not designed to be able to browse oneself. However for some odd reason some people can. What's more important is whether you see a brick wall in front of the blue world icon at the bottom of LW's interface? And when LW is open, click Tools->Options & go to Bug report & click for an example. In the window that appears scroll down to the part that says: "Recieved incoming this session". If it says ‘True’ then LW has no problem with firewalls. You'll find it about half to 2/3 way down the report.

If you select Direct Connect type search & your ip is listed, then that in itself suggests you don't have a firewall issue. That is the ip you would give someone else to direct connect to you.