This might be a big thing to ask but ... Why not try an experiment & use his wireless device (you will prolly need to install the drivers & then enable it within the system & then enable UPnP), & connect thru his connection & without him using LW or another p2p program at the same time. See what happens. It might be a big favour to ask of him, but at least this will show whether the problem is on your system & its set up or something else. Also, try to temporarily disable McAffee firewall & have XP's firewall on instead, instructions for configuring XP's firewall: Firewall configuration instructions (click on link)

As suggested by FOTH, do the magnet test also.

BTW I hope you don't normally run with 2 firewalls running. And is your McAffee the full version or a trial version or ... ?
I've heard of people having McAffee problems before.