When you open LW you can search immediately. But to downld you need to wait for LW to settle. Depending on shared & incomplete files to load this might take a while. Generally best to wait 10 mins at least if not more.
There's no need to use LW without a firewall. Just have only one FW active but properly configured to allow LW full access.
There's been a no. of people with problems using aol.
After LW's been on for about 30 mins do this test:
Bug Report instructions & sample image Is the result True/False? If false then there's something blocking at least part of LW's access.
Try searching something really basic & simple like let it be. See if you can downld it. It will no doubt have lots of sources to downld from.