Well if UPnP didn't work, then try manual force ip:
Force IP instructions & sample image & 2 posts below that. You still didn't tell me what modem device you have. If you have broadband you should also have a broadband modem right?
Other things to try:
1. When LW 1st Opens, close Tips window & tick do not display again.
2. Tools>Options>Connection & untick option to Connect on startup & press Apply button.
3. Tools>Options>Advanced>System Startup & make sure this is unticked & press Apply.
4. Tools>Options>Speed & tick Disable Ultrapeer Capabilities & select Modem under speed & press the Apply button.
5. Close LW. Now re-open it. Leave it for 10-30 minutes & don't do anything. Then go to LW's menu File>Connect.