Have a look here, follow LOTR's advice:
http://www.gnutellaforums.com/showth...threadid=50390
Don't have 2 firewalls running together, it'll just cause probs. If you have XP & another firewall, turn off the XP & configure the other one for LW (instructions in the thread).
Read this, it's got heaps of info about connect probs. Read all the stuff about UPnP, in case your router uses it:
http://www.gnutellaforums.com/showth...threadid=51357
If you don't have any joy, post back with all the info asked for in the first thread