You'll need to read through this thread, it explains how to configure your firewall. Don't use 2 firewalls at once, that'll cause probs.
 http://www.gnutellaforums.com/showth...threadid=51357 
If your router uses UPnP, you'll have to make sure it's turned on & also use it in LW (tools > options > advanced > firewall config. Tick use UPnP & apply). Sometimes modems/routers have problems with their internal firewalls. All this info's in the thread anyway

 Do the port test & see what result you get. 
If you can't get past the firewall prob, post your details
  OS (Win XP etc)
  LW & Java versions (help > about LW & you'll see)
  Modem/router brand & model
  ISP
  Connectioin type (DSL etc)
  Where you connect from (home, work etc)
  Firewall you're using
  Are you sharing a connection with other computers
  Is this your first try with LW