Many but not all people have had issues with SP2. Some people have solved it by uninstalling SP2. There's no telling this is your issue though. You might also see Points A & also Points B about sp2.

I wouldn't leave yourself vulnerable without a firewall. If it's properly configured you should be fine.

Forwarding a port (opening a port for LW) will help. Yes that model does use a NAT firewall. It will enable others to upld from you & thus you will get better search & dwnld results.

1. 1st you'll need to set up a static ip: How to set up a static IP address with the Linksys Router

2. Port Forwarding instructions for the Linksys BEFW11S4 V4, BEFW11S4-CA V2 & V4

3. Within LW you'll need to force ip: Force IP instructions & sample image

If still having problems you can do tests in the following thread. Post your issue there: (the same thread as the 1st link below.)

Some hints: A well set-up LW can start to automatically continue its dwnlding after it's settled down perhaps 2 out of 3 times you open LW. Optimising LW & Maximising Uplds & Dwnlds A (1st post only) & also Part B which is even better & last & least are search & dwnld hints. The latter one I've been thinking about re-writing for some time. That's just for playing it safe. eg- I show all speeds & qualities.