Read through this sticky
Connection problems? Check here first!
Make sure your software firewall's properly configured & only run 1 firewall at a time. Read the info about internal firewalls within modems/routers, that might be part of your problem. If your router supports UPnP, enable it & check it within LW's options > advanced > firewall config. See whether your router has a NAT firewall - there's info in the sticky about port forwarding. Do the port 6346 test & see what result you get. If you have no joy, post back with your details

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW