Sounds to me like you're firewalled. It's either due your computer firewall or your modem/router nat firewall. See the following thread & check the sections about setting up a firewall for LW, & for setting up UPnP. And do the port test. If your port is blocked & your modem doesn't support UPnP then manual port forwaring is the way to go. See Connection problems? Check here first! (click on link)