Is XP the only firewall you have? If yes, recheck your settings. If you have another firewall then decide between either XP or the other firewall as it's not advisable to run 2 firewalls simultaneously. Most firewall companies give the same advice.

You could try changing the listening port for LW to one between 49152 - 65535
Go to LW's menu bar, Tools>Options>Advanced>Firewall to make the change to the listening port.