1. Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link)
2. Try setting your Linksys for UPnP. Not sure about your model but look at
Linksys UPnP setting (click on link) Also go into LW's menu bar, Tools>Options>Advanced>Firewalls & tick the UPnP option & press apply. Now go to File>Disconnect, wait a minute, then File>Connect & give it plenty of time to connect; 20+ mins.