Hava a look on your Linksys router or if need by connect to its browser window (I think that will be 192.168.1.1) & see if there is a UPnP option on it. Enable it. Then within LW go to menu Tools>Options>Advanced>Firewall & tick the UPnP option & press the Apply button.

Keep in mind there's always going to be some search results in LW that you'll have difficulty connecting to for whatever reason (more-so those in red: that means they're firewalled.) Try to select those with the most stars for downloading from & those with the most sources under the # column. Do not downld too many files simultaneously. Remember your downld slots are limited here: Tools>Options>Downlds & Max. Downlds which you can change to suit yourself.

256 MB ram is not a lot nowadays but you can get away with it. Reduce unnecessary ram use such as 1. Tools>Options>Downlds & click option for Auto-clear downlds & press Apply. 2. Tools>Options>Uploads>Basic & set uploads to about 70 to 80% 3. Close windows you don't need open at that time (eg: Connections, Monitor & Library windows); menu View>Show/Hide 4. Close search results that are older than a few hours. 5.