Perhaps the both of you using the same device is starving you of either the port of the bandwidth. What brand & model of modem/router is it?

I would tend to suggest using a different port but to do that you may need to manually forward a port if you're willing. But to direct you we need to know the exact model number & brand.

BTW 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)