Hi daisym167,
Look through the stickys (in red) at the top of this section, they've got answers for lots of problems. Make sure you configure your firewall to allow LW access You'll find instructions in the stickies.

If you have no joy, post your question back here with as much info as you can:

OS (Win XP, 2000 etc)
Firewalls you have
LW and Java version (go to help > about LW and it'll tell you)
Connection type (ADSL, dial-up etc)
Modem/router brand & model number
Where you're connecting from (home, work etc)
and any other info you think will be useful