Here's some info on basic connection probs:
http://www.gnutellaforums.com/showth...threadid=51357
Make sure your firewall's configured for LW. Don't run 2 firewalls as they'll interfere with each other! Have a read of the info (in thread) about UPnP, if your router uses it.
Here's some info about direct connect:
http://www.gnutellaforums.com/showth...threadid=30911