1. Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link)
2. Did you enable UPnP for your linksys? Check your model here under section 2 here
Connection problems? Check here first! (click on link) See
http://www.microsoft.com/windowsxp/u...sBEFW11S4.mspx for specifics but choose port 6346 or else one between 49152 - 65535