You need to tell us about your set-up. Did you insall the XP SP2 update, what model of modem & routers are you using, what firewalls you have, where you're trying to connect from: home, school, work, etc. ? Under LW's Help menu you'll see an option for About... this will tell you the version of LW.

Again, read thru that link I gave you about memberships & take any advice listed.