One of the differences between dial up & adsl/dsl is the modem/router. Most dsl modems have NAT firewalls. The newer ones will normally have a UPnP (universal plug & play) option which will allow the modem/router to open any necessary ports for any upnp capable programs requesting them to be opened. Check the 1st section & UPnP section & if necessary the manual port forward sections here
Connection problems? Check here first! (click on link)
Do you see a brick wall in front of the planet icon at the bottom of LW's interface? (see sample image below)
Who is your internet service provider (isp)?
What brand & model of modem/router do you use now?
What firewalls do you have?
Are you sharing the connection with other computers & are any of them using a p2p program also?