Many people consider that a firewall is not necessary on mac osx. But that's a personal decision.
Try changing your LW's listening port. Go to LW's preferences >Advanced>Firewalls & change the port no. to one of these or try them one by one: 3500, 1203, 80, 20282, or 443. After changing it from port 6346 to one of those no.'s, press the apply button. Then go to File>Disconnect, wait a minute, then File>Connect. Give it 20 mins or so to try to connect properly. Try this with each of the suggested no.'s.

By the way, is there any other comp's connected to that same cable in your place? If yes, do they run any p2p share program? Are they windows or mac, etc. any details could be helpful.