Dear Alan (astral_man)
Your answers are in-line with my initial thoughts, except one.
You are using XPs own firewall which is not really a firewall at all, i.e. it will block stuff from getting to your computer but if you already infected, with spyware, a trojan or some app calling out to the internet without your knowledge, then XPs firewall will not stop any unauthorised outgoing communication.
I have found this article about firewalls, though long I suggest you read it to get a “well rounded” view about firewalls and their capabilities:
http://www.bleepingcomputer.com/foru...lls-tut60.html
I would also suggest that after you have done your security checks you should see whether LW has set you up as an ultrapeer, from memory I believe that this is LW default setting when you first install it.
UK Bob