Do you see a brick wall in front of your firewall blue world icon at the bottom of the LW interface? Do this test:
Bug Report instructions & sample image Is the result True/False?
I presume you configured the firewall for Zonealarm right? Check (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link) ie: Make sure you have your XP firewall turned off!