You don't need to turn your firewall off, just allow access for LW as per instructions on the link I gave you. If you normally have it turned off then it doesn't matter.
Can you do a Bug Report check (sample image - click link for instructions) & post back whether your result is True/False. Also, can you find out your modem device brand & model no. I have a suspicion there's a NAT router that's preventing incoming.