Make sure your Linksys device has UPnP set to ON!!! See example here
Linksys UPnP setting (click on link) as yours will be similar.
Then go to LW's menu bar, Tools>Options>Advanced>Firewalls & make sure UPnP is checked.
Your false finding is a firewall issue & it's most likely the Linksys. (just needs adjusted settings hopefully ... at worst manual port forwarding but leave that as a last resort for now!)
You should not go without a firewall! See *
Configuring Norton Internet Security but leave XP firewall disabled. XP & Norton are known to interfere with each others operation.
That magnet link should be very fast. So let's hope it's just a set up issue & not your ISP that's shaping your p2p speeds.
After the above change for the Linksys. Relaunch LW. Give it plenty of time to settle (20+ mins depending on how many shared files & incomplete files you have.) Then try again with the magnet link. See how you go.
Also redo the Bug Test to see if it's changed from False to True. But do the test at least 20+ mins after LW has been launched.